An Eigen-based implementation of an UKF filter, allowing the use of quaternions to filter angles. This removes singularities bound to appear if you feed your filter with ]-pi, pi] values, contrary to most of the UKF filters out there.

• Standard implementation from the Julier and Uhlman initial UKF proposition (Julier, S. J., & Uhlmann, J. K. (1997). A New Extension of the Kalman Filter to Nonlinear Systems, 182–193.), the use of quaternions being initially proposed by Kraft (Kraft, E. (2003). A quaternion-based unscented Kalman filter for orientation tracking. Proceedings of the Sixth International Conference …, 1, 47–54. Retrieved from http://kodlab.seas.upenn.edu/uploads/Arun/UKFpaper.pdf)

Eigen headers. The small demo requires OpenCV though, but really dispensable

after cloning, it's as simple as (unix, for windows you could probably do something with the CMake GUI):

1. mkdir build

2. cd build

3. cmake .. (or cmake .. -DDEMO=1 if you want to build the demo executable)

4. make

Code quality is not top notch, leaves a lot to be desired. Feel free to contribute, just check that Travis CI is still happy from time to time..

The MIT License (MIT) Copyright (c) 2013 Benjamin Lefaudeux

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