Abstract: Kalman filters are a mature and widely used technology in the field of engineering. However, its implementation is sometimes not trivial and usually not well explained in scientific papers.

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: H. Okajima, "LMI ...