I have written some notes about tracking a 2D object with Kalman filter, and I thought about sharing them. So here I am :). You can download a pdf of this tutorial by ...

A high-performance Rust library for robotic state estimation, featuring a Differentiable Extended Kalman Filter (DEKF) with neural-network-driven adaptive noise estimation. This project also includes ...

MATLAB/Python implementation of LMI-based multirate steady-state Kalman filter design using cyclic reformulation. This repository contains the code accompanying the paper: MultirateKF_01.m Basic ...