Unscented Kalman filter library.

ukf/include contains the header files, divided into the following:

• state.h declares the State type, a 22-dimensional column vector used to represent the state of the Kalman filter. Individual components of the State type can be accessed using the accessor methods provided;
• types.h defines the real_t type (either a single- or double-precision floating-point, depending on the precision selected in config.h).

ukf/src contains source files, hopefully divided into logical components:

• integrator.h contains the integration routines. A 4th-order Runge-Kutta, 2nd-order Heun method, or 1st-order Euler method can be selected.
• state.cpp contains the kinematic state transition function, expressed as a series of ordinary differential equations.
• dynamics.cpp defines a number of dynamics model. Currently, the only model implemented simply estimates centripetal acceleration.
• ukf.cpp contains the various filter steps.

ukf/test contains unit tests, built using the googletest framework.

ukf/c provides a dynamic library with a C interface to the UKF library.

ukf/python contains ctypes-based Python code for using the C interface.

src/config.h is currently used for configuration. The parameters which can be configured here are as follows:

• The precision (single or double) of the floating-point values used by the library;
• The integration method used (RK4, Heun or Euler).

TODO: Use cmake to automatically generate config.h

Requires cmake version 2.8.7 or higher.

Create a build directory outside the source tree, then use cmake to generate the makefile.

mkdir ukf_build

cd ukf_build

cmake /path/to/ukf

Now, build the library using the make command. An appropriate version of Eigen will be downloaded automatically.

To build the dynamic library, run make cukf. A dynamic library appropriate for the host platform should be built.

The googletest library is used for unit testing.

After creating the build directory, make check will automatically download and build googletest, build the unit tests and then run them.

To build the unit tests without running them, use make unittest. The unit tests can then manually be run (with more detailed reporting) by running test/unittest in the build directory.

Requires cmake version 2.8.7 or higher.

Run python setup.py install to build the C shared library and install the Python interface (the ukf module) in your site-packages directory.

Alternatively, just run pip install https://github.com/sfwa/ukf/archive/master.zip#egg=ukf-1.0.0 to download and install.