Kalman Filter Library (kflib)

A C++ library implementing various Kalman filter variants with Eigen-based linear algebra.

Repository Structure

• include/kflib/ - Public header files
• src/ - Implementation source files
• examples/ - Example applications:
  • example_kf.cpp - Standard Kalman Filter demo
  • example_ekf.cpp - Extended Kalman Filter demo
  • example_ukf.cpp - Unscented Kalman Filter demo
• eigen/ - Eigen3 linear algebra library (submodule)

Getting Started

Cloning the Repository

# Clone with submodules (required for Eigen dependency)
git clone --recursive https://github.com/Pippo98/kflib.git

Building the Project

# Standard build
cd kflib
cmake -Bbuild
cmake --build build

# Build with examples enabled
cmake -Bbuild -DKFLIB_BUILD_EXAMPLES=ON
cmake --build build

Example Usage

After building with examples enabled:

# Run standard Kalman Filter example
./build/example_kf

# Run Extended Kalman Filter example
./build/example_ekf

# Run Unscented Kalman Filter example
./build/example_ukf