kalman-filters

HILO-MPC is a Python toolbox for easy, flexible and fast development of machine-learning-supported optimal control and estimation problems

A C++ implementation of the Kalman filter and its extension, the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) using Eigen.

AltIMU-10 v5 Gyro, Accelerometer, Compass, and Altimeter (LSM6DS33, LIS3MDL, and LPS25H Carrier)

Replication codes for paper on "Pruned skewed Kalman filter and smoother with application to DSGE models"

Basic Kalman Filter functions in Python and C++.

A modular, open‑source Python framework for autonomous deep‑space navigation using celestial beacons — pulsars, radio relays, and optical landmarks.

Regular Kalman-based IMU/MARG sensor fusion on a bare metal Freescale FRDM-KL25Z

High-performance C++26 Kalman filtering toolkit for estimation and sensor fusion. It provides clean, policy-based implementations of Linear (LKF), Extended (EKF), and Unscented (UKF) Kalman filters with a focus on numerical stability, zero-overhead abstractions, and flexible linear-algebra backends.

Kalman filters y Hidden Markov models