Verified with gcc 9.4.0 on ubuntu 20.04.1 and packages used are Eigen3 and C++ STL

Kalman Filter

A C++ package for Kalman Filter class and helper methods for sensor fusion. Test code provided for "estimating signal by removing noise" and for "sensor fusion to predicit positon based on measurements from 2 independent sensors with different sampling rates".

Steps to build the package and run the test code

To Build the package:

cd <path_to_package>/kalman_filter
mkdir build
cd build
cmake ..
make

To run the test code:

cd build
./KalmanFilter

To install the dependencies

sudo apt update -y
sudo apt install libeigen3-dev

To plot the graphs

cd <path_to_package>/kalman_filter
python3 plot.py

The results folder contains the results of the test code.