Other Kalman libraries already exist for Arduino, but so far I have only seen filters applied to independent scalars. The matricial implementation of this project allows to use the full power of the ...
TinyEKF is a simple, header-only C/C++ implementation of the Extended Kalman Filter that is general enough to use on different projects. It supports both single- and double-precision floating-point ...
Abstract: Kalman filters are a mature and widely used technology in the field of engineering. However, its implementation is sometimes not trivial and usually not well explained in scientific papers.