cppkalman

A port of pykalman's AdditiveUnscentedKalmanFilter to C++. The library consists of a single header file (cppkalman.hpp).

example.mp4

Getting Started

Be sure to clone the repository recursively (or install eigen globally). Then, see minimal.cpp for a minimal example usage.

Linux (gcc/clang)

$ g++ minimal.cpp -std=c++17 -Ieigen

Windows (msvc)

NOTE: Run this from an MSVC enabled terminal (such as Developer Command Prompt for VS 2022)

> cl minimal.cpp /std:c++17 /EHsc /Ieigen