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super simple header-only Extended Kalman Filter class making use of automatic differentiation for system linearization

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auto-ekf

auto-ekf is a super simple header-only Extended Kalman Filter class making use of automatic differentiation for system linearization (from this awesome repo) and some new c++20 feature.

It's not meant to be super performant nor very sophisticated by any mean :)

Necessary Dependencies

To use auto-ekf you'll need to have:

Optional Dependencies

The examples make use of a C++ wrapper of matplotlib named matplotlib-cpp for visualization purposes. This package should be fetched at configure time though.

Tests

Tests have been set up using Catch2 library. Anyway, no test has been written so far.

auto-ekf is basically a wrapper around Eigen and autodiff which are both well tested so ...

Fuzz testing could be useful but it does not seem to work with gcc which is the compiler I am currently using.

Examples

The examples use the measurements data (lidar + radar) from Udacity Extended Kalman Filter repository that I have found online.

These data are used only for validation purposes; this work has nothing to do with the Udacity course about autonomous driving.

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super simple header-only Extended Kalman Filter class making use of automatic differentiation for system linearization

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