Replication codes for paper on "Pruned skewed Kalman filter and smoother with application to DSGE models"
The Python framework for state-space modeling and algorithm development
Kalman Filter
High-performance C++26 Kalman filtering toolkit for estimation and sensor fusion. It provides clean, policy-based implementations of Linear (LKF), Extended (EKF), and Unscented (UKF) Kalman filters with a focus on numerical stability, zero-overhead abstractions, and flexible linear-algebra backends.
Hungarian algorithm + Kalman filter multitarget (multi-object) tracker implementation.
Statistics and performance metrics in trading, CAGR, Sharpe, MAE, MFE, and others. Cointegration, Kalman, and option pricing.
Dead simple Linear Kalman Filter. Contains 2-D based tracker
NASA Bearing Dataset: Fault Detection with Kalman Filtering and Custom Time-Frequency Transforms
EnKF analysis routines in Fortran 90. Stochastich and SQRT formulations with subspace inversion.
Data Assimilation with Python: a Package for Experimental Research
Project about extened kalman filtering on simulated 5G ToA measurements for positioning. "054183 Geoinformatics Project" course at Politecnico di Milano.
Repository containing python implmentation of state estimation and sensor fusion filtering algorithms
Library for using LSM303DLHC (GY-511) sensor by STM32
Mad Location Manager is a library for GPS and Accelerometer data "fusion" with Kalman filter
C++ header-only library for synchronizing out-of-order, delayed, and asynchronous measurements in sensor fusion pipelines (e.g., Kalman or Particle Filters).
Kalman filter library
Python library for implementing state-of-the-art Bayesian filtering techniques like Kalman Filters and Particle Filters.
IMM (Interactive Multiple Model) filter for target tracking
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