Simple C++ code implementing linear Kalman filter based on Kalman Filtering Book by rlabbe:
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python
bart-mad/KalmanPlayground
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Simple C++ code implementing linear Kalman filter based on Kalman Filtering Book by rlabbe:
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python