kalman-cpp
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hmartiro
Basic Kalman filter implementation in C++ using Eigen
I'm getting the follow error when compiling the code. KalmanTest.cpp:(.text+0x71e): undefined reference to `KalmanFilter::KalmanFilter(double, Eigen::Matrix const&, Eigen::Matrix const&, Eigen::Matrix const&, Eigen::Matrix const&, Eigen::Matrix const&)' /usr/bin/ld: KalmanTest.cpp:(.text+0x837): undefined reference to `KalmanFilter::init(double,...
In code `K = P*C.transpose()*(C*P*C.transpose() + R).inverse();`, the inverse of a matrix might not exist if the matrix is singular, and K is invalid in that case.
Hello, I keep getting this error whenever i try to compile it. any help? ``` kalman.hpp:13:9: warning: #pragma once in main file [enabled by default] #pragma once ^ kalman-test.cpp: In...
Relate to the code [Line 50](https://github.com/hmartiro/kalman-cpp/blob/master/kalman.cpp#L50). Not optional more? 
It seems that the parameter dt in update is misleading. Because for linear system, changes in dt will result in changing of transform matrix, but here variable t has no...
Hi, and thank you for making this code available. I have a dataset where measurements were taken at 1hz, and I am trying to use your filter to add predicted...
The model for 1D-projectile motion is the following: ``` x_(k+1) = x_k + v_k * dt + 0.5 * a_k * dt^2 v_(k+1) = v_k + a_k * dt a_(k+1)...
- Used readable names for mathematical notations used in the kalman filter - removed some comments that are not needed - removed system dimensions variables (int n, m) - used...
