A lightweight library for some basic filtering methods
This crate implements small, statically-sized Kalman and Extended Kalman Filter
implementations using nalgebra's SMatrix for predictable, allocation-free
linear algebra.
Generate API documentation locally with:
cargo doc --openThe main modules are:
crate::common— core traits and type aliases (includesAlgorithmtrait).crate::algorithms— Kalman and EKF implementations.crate::state— smallState<R,C>wrapper around nalgebra matrices.crate::measurement— measurement/observation helpers.crate::models— traits for state transition and measurement models used by EKF.
Check out examples for python bindings and the core rust library in /examples. To run rust examples use cargo:
cargo run --example <example_name>To run the visualisation example using python and manim use:
manim -pql examples/manim_two_mass_spring_damper.py TwoMassSpringDamperScene