=============================================================================== EasyKF : C++ Kalman Filter library (c) Jeremy Fix 2011-2012

EasyKF is a C++ library implementing the Extended Kalman Filter as well as the Unscented Kalman Filter. It is provided with several examples. Since easykf-2.1, Python bindings are provided.

I/ Installation

Please read INSTALL.

II/ Documentation

The documentation is available from the doc/ directory. The doxygen documentation is also available online on the github repository.

III/ How to contribute

The library contains so far :

• Extended Kalman filter
• Unscented Kalman filter both for state/parameter estimation

The optimized version of the filters (e.g. Square Root UKF) are not implemented and would be a great contribution.