Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

Multiple Object Tracker, Based on Hungarian algorithm + Kalman filter.

This is a Kalman filter used to calculate the angle, rate and bias from from the input of an accelerometer/magnetometer and a gyroscope.

Header-only C++11 Kalman Filtering Library (EKF, UKF) based on Eigen3

Kalman Filter, Smoother, and EM Algorithm for Python

Lightweight C/C++ Extended Kalman Filter with Python for prototyping

Some Python Implementations of the Kalman Filter

MSF - Modular framework for multi sensor fusion based on an Extended Kalman Filter (EKF)

Object (e.g Pedestrian, vehicles) tracking by Extended Kalman Filter (EKF), with fused data from both lidar and radar sensors.

A lightweight, accurate and robust monocular visual inertial odometry based on Multi-State Constraint Kalman Filter.

A Lidar-Inertial State Estimator for Robust and Efficient Navigation based on iterated error-state Kalman filter

Using error-state Kalman filter to fuse the IMU and GPS data for localization.

IMU Allan standard deviation charts for use with Kalibr and inertial kalman filters.

Fusing GPS, IMU and Encoder sensors for accurate state estimation.

Basic Kalman filter implementation in C++ using Eigen

Mad Location Manager is a library for GPS and Accelerometer data "fusion" with Kalman filter

Multiple object tracking using Kalman Filter and Hungarian Algorithm - OpenCV

Computer vision based vehicle detection and tracking using Tensorflow Object Detection API and Kalman-filtering

A computationally efficient and convenient toolkit of iterated Kalman filter.

C++ library to implement invariant extended Kalman filtering for aided inertial navigation.

Software for "Guide to gyro and accelerometer with Arduino including Kalman filtering"

Unscented Kalman Filter library for state and parameter estimation

STM32 HAL library for GY-521 (MPU6050) with Kalman filter

[ECCV'24] Kalman-Inspired Feature Propagation for Video Face Super-Resolution

Javascript based Kalman filter for 1D data

A basic implementation of Kalman Filter for single variable models.

code for KalmanNet

Kalman filter library

simple and efficient python implemention of a series of adaptive filters. including time domain adaptive filters(lms、nlms、rls、ap、kalman)、nonlinear adaptive filters(volterra filter、functional link adaptive filters)、frequency domain adaptive filters(frequency domain adaptive filter、frequency domain kalman filter) for acoustic echo cancellation.