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kalmanfilter

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This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF..

  • Updated Jan 22, 2026
  • C++

Kalman filter for C++26 that turns dimension and unit mistakes into compile errors. You describe the filter with named arguments and the library deduces a lean, specialized type, so you don't write matrix boilerplate. Use any linear algebra backend and strong types for physical quantities. Header-only, public domain.

  • Updated Oct 12, 2026
  • C++

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