[mrpt-bayes]
Overview
Bayesian filtering algorithms
Library mrpt-bayes
This C++ library is part of MRPT and can be installed in Debian-based systems with:
sudo apt install libmrpt-bayes-dev
Read also how to import MRPT into your CMake scripts.
Refer to classes in the namespace mrpt::bayes and these examples:
Kalman filters
A generic, templatized Kalman filter implementation (includes EKF,IEKF and in the future, UKF), which only requires from the programmer to provide the system models and (optinally) the Jacobians.
See mrpt::bayes::CKalmanFilterCapable.
Particle filters
A set of helper classes and functions to perform particle filtering. In this case the algorithms are not as generic as in Kalman filtering, but the classes serve to organize and unify the interface of different PF algorithms in MRPT.
See mrpt::bayes::CParticleFilter.