Error State Kalman Filter All in One, from Theory to Practice.
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Updated
Jan 7, 2021
Error State Kalman Filter All in One, from Theory to Practice.
GNSS-IMU Localization based on Error-State Kalman Filter
Implementation of several popular Kalman filter nonlinear variants intended for robotics systems and vehicle state estimation, including Extended Kalman Filter, Unscented Kalman Filter, Error State EKF, Invariant EKF, Square Root EKF, Cubature KF.
Selected code from my M.Sc. thesis: Cyber-resilient multi-modal sensor fusion for autonomous ship navigation
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