Basic implementation of a Kalman filter for control state estimation and sensor fusion.
The algorithm is based on the guide published at bzarg.com
This filter implementation depends on Simple Matrix project, which is added as a git submodule.
For building this library e.g. with GCC as a shared object, using reference BLAS/LAPACK, the following shell command (from root directory) would be required:
$ gcc kalman_filters.c matrix/matrix.c -I. -I./matrix -shared -fPIC -o kalman_filters.so -lblas -llapack
Descriptions of how the functions and data structures work are available at the Doxygen-generated documentation pages