Basic Kalman filter implementation in C++ using Eigen
This filter has been successfully used for the Iron Dome, a robotic system which detects and intercepts dynamically thrown projectiles in fractions of a second.
There is a test program that estimates the motion of a projectile based on noisy observations. To run it, use CMake:
cd kalman-cpp mkdir build cd build cmake .. make ./kalman-test
Note: You may have to specify the path to your Eigen library in