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Kalman filter sanctuary - including continuous-discrete extended Kalman filter. Bring additional filters here for a bigger collection.

Home Page: https://kalmanfilter.org

License: MIT License

C++ 44.09% MATLAB 33.77% Shell 1.30% CMake 0.34% Python 6.88% Perl 3.99% Java 9.63%
kalman-filter kalman kalman-filtering kalman-estimator kalman-tracking estimation estimator ukf ekf enkf

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kalmanfilter's Issues

Discrete- discrete extended kalman filtering

First of all, thank you very much for sharing this content. Can discrete discrete kalman filtering be used for given experimental and simulation dataset ? if it is, how do you generate the function and jacobian function of given dataset? can you please show an example of it? if you have both dataset, how can you apply this method?

Thank you very much!

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