kalman

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The P -= K * H * P step should possibly cause numerical issues that result in an asymmetric and non-positive-definite covariance matrix, right? Shouldn't the covariance matrix be re-symmetrized...

jsvacha

including control input into measurement model?

1

Dear @mherb, I am trying to use your helpful kalman filter library for humanoid motion state estimation, based on ukf. And my state variable is center of mass position and...

QingweiLau

if i has not control vector, how i can write syetemmodel?

1

naonao-cola

Support dynamically sized matrices/vectors

3

mherb

Support state estimation on manifolds (i.e. SO(2) or SO(3))

3

https://arxiv.org/abs/1107.1119 Consider to use https://github.com/artivis/manif

mherb

Kalman Filter included?

3

Hi, Thanks very much for this great library. Just wondering if this library contains regular Kalman filter for linear systems? Cheers

MattW86

The current implementation is ``` ... T L = T(State::RowsAtCompileTime); lambda = alpha * alpha * ( L + kappa ) - L; gamma = std::sqrt( L + lambda );...

jwdinius

Handle numerical errors properly

4

mherb

How to handle non-addable state variables?

2

@HipsterSloth and I are working on a SRUKF for sensor fusion comprising a 9-DOF IMU and optical tracker. (It's for PC software using the playstation move controller). Our state-vector is...

cboulay

Hi Markus! As the latest release of googletest supports `CMP0048` correctly, we _can_ finally upgrade to CMake 3.0. However, [`trusty` supports only CMake 2.8](https://packages.ubuntu.com/trusty/cmake), so I'd say it's your call...

mp4096