Orbit Determination with Python

Kalman filter sanctuary - including continuous-discrete extended Kalman filter. Bring additional filters here for a bigger collection.

Maximum Correntropy Kalman Filter

Interactive and real time 2D simulation of the Kalman Filter in use to reduce statistical input noise.

kalman-estimator - a Kalman estimator in C++

control theory repo

A Kalman Filter in Simulink for easier understanding.

Kalman Filter - Stochastic Process (random sensor noise, random process noise)

Advanced Data Assimilation Algorithms and Methods

Header-only Bayes Filters Library

multivariate cauchy estimator - a new and robust bayesian state estimation algorithm

Linear and extended Kalman filters in C++

Extended Kalman Filter Project using C++

kalman-estimator - a Kalman estimator in Ada, sibling of Kalman estimator in C++

High-performance C++26 Kalman filtering toolkit for estimation and sensor fusion. It provides clean, policy-based implementations of Linear (LKF), Extended (EKF), and Unscented (UKF) Kalman filters with a focus on numerical stability, zero-overhead abstractions, and flexible linear-algebra backends.