OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
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Updated
Feb 27, 2023 - C++
OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
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This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF..
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