Project

This is a C++ Kalman filtering library with both a linear and an extended implementation of the filter.
Interestingly it uses a custom C++ matrix implementation that allows for classical matrix operations:

// z - C*x_est
UDMatrix matI, innov;
matI = descr->ker.matC * descr->ker.matXmi;
innov = feed->matZ - matI;

Roadmap

• Basic unit testing
• Bike simulation