Package Name/Version

fcarouge-kalman/0.5.1

Webpage

https://francoiscarouge.github.io/Kalman/

Source code

https://github.com/FrancoisCarouge/Kalman

Description of the library/tool

This library supports various simple and extended Kalman filters. The implementation is independent from linear algebra backends. Arbitrary parameters can be added to the prediction and update stages to participate in gain-scheduling or linear parameter varying (LPV) systems.