Kalman filtering has emerged as a pivotal tool in the field of multibody system dynamics, offering a robust framework for real-time state and parameter estimation in systems composed of interconnected ...

Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

The automated driving developer community typically uses Eigen*, a C++ math library, for the matrix operations required by the Extended Kalman Filter algorithm. EKF usually involves many small ...