Kalmanfilteringframework
Object-basedframeworkforperformingKalmanfilteringfordiscretetimesystemsorcontinuous-discretehybridsystems.IncludescodefortheclassicalKalmanfilterforlinearsystems,theextendedKalmanfilter(EKF),andthemorerecentunscentedKalmanfilter(UKF).Bothlinearandnon-linearnoiseinthesystemandobservation
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