Re:Kalman Filter Tutorial: Kalman Filter from the Ground Up
by oasisaimlessly on Sunday October 15, 2023 @12:23PM
(#37891070)
> If this is the current state of the art, are there generally-available/open-source libraries existing that implement this and practitioners use for this?
The authors of [1] do discuss and link to their own library in section 5.
However, in my experience, most people implement the math themselves rather than use any libraries (beyond e.g. Eigen).
> How did people use KF on physical objects before 2010?
The Multiplicative EKF (MEKF) was used since 1969 according to [3]. It's a hacky approximation of [1]. [1] is really just a generalization/unification of lots of application-specific hacks that were used before, including the MEKF.
The authors of [1] do discuss and link to their own library in section 5.
However, in my experience, most people implement the math themselves rather than use any libraries (beyond e.g. Eigen).
> How did people use KF on physical objects before 2010?
The Multiplicative EKF (MEKF) was used since 1969 according to [3]. It's a hacky approximation of [1]. [1] is really just a generalization/unification of lots of application-specific hacks that were used before, including the MEKF.
[3]: https://ntrs.nasa.gov/api/citations/20040037784/downloads/20...