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eigen-library

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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++

This extended Eigen C++ template library and wrapper provide a malloc-free Moore-Penrose pseudoinverse solver.

  • Updated < E7EE relative-time datetime="2022-05-31T21:21:00Z" class="no-wrap">May 31, 2022
  • C++

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