Kalman Filter C Implementation

Microcontroller targeted naive Kalman filter implementation in pure C using code ported from the Efficient Java Matrix Library.
A 🦀 Rust port is available at sunsided/minikalman-rs.

License

The project is licensed under the MIT license, a copy of which can be found in LICENSE.md.

Implemented so far

• Memory-optimizing preprocessor based Kalman Filter factory
• Algorithmically optimized matrix/matrix and matrix/vector operations
• Matrix inverse using Cholesky decomposition

Example filters

• Gravity constant estimation using only measured position