FIRST, READ THE LICENSE AT THE END OF THIS FILE
These code files implement the Kalman filter in C++ by using the Eigen matrix library. There are also Python code files that implement the Kalman filter in Python for comparison.
Explanation of the files:
"KalmanFilter.h" - C++ header file for the Kalman filter class
"KalmanFilter.cpp" - Implementation file for the Kalman filter class
"driverCodeKalmanCpp.cpp" - Driver code that explains how to use the Kalman filter class
"KalmanFilter.py" - Python that implements the Kalman filter
"driverCode.py" - Python driver code that uses the Kalman filter in Python. This file is also used to load the matrices generated "driverCodeKalmanCpp.cpp" that are used to compare the C++ and Python implementations.
"output.csv" - CSV file that is generated by the Python file "driverCode.py" and that is necessary to run "driverCodeKalmanCpp.cpp" . This file contains noisy measurements that are used to test the C++ implementation.
LICENSE: THIS IS NOT FREE SOFTWARE AND CODE. IF YOU WANT TO USE THIS CODE IN THE COMMERCIAL SETTING OR ACADEMIC SETTING, THAT IS, IF YOU WORK FOR A COMPANY OR IF YOU ARE AN INDEPENDENT CONSULTANT AND IF YOU WANT TO USE THIS CODE OR IF YOU ARE ACADEMIC RESEARCHER OR STUDENT, THEN WITHOUT MY PERMISSION AND WITHOUT PAYING THE PROPER FEE, YOU ARE NOT ALLOWED TO USE THIS CODE. YOU CAN CONTACT ME AT
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(1) MODIFY THIS CODE IN ANY WAY WITHOUT MY PERMISSION.
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