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Halman

My simple attempt at writing a EKF/UKF in Haskell.

Examples

  1. stack build
  2. stack exec CannonBall
  3. open CannonBall.svg
CannonBall

Simulates a cannon ball shot with Newtonian equations of motion. The nonlinearity here is added to the measurement values. Note I think I have an issue with the UKF as the estimate seems to diverge after a long period. Looks like there might be some numerical instability with cholesky decomposition.

Van Der Pol

Simulates the Van Der Pol oscillator. WGN is added to both the sensor and the process

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Haskell implementation of Kalman Filter

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