Kalman Filter Cookbook

Checkout Kalman In Hindsight

NOTE: the hindsight series are based on old HowTos and are being ported to the more recent versions. Some of this info may be presently out of date until this porting effort is finished.

MacOS X installation
For mac, you need the following

$ brew install cmake
$ brew install doxygen
$ brew install graphviz # for dot
$ brew cask install mactext # for the latex output in the doc
$ brew cask install texmaker

UNIX/Linux case :

sudo apt-get install cmake doxygen graphviz


# Go to the following web sites and follow the installation instructions for each of these packages
# install cmake for windows. https://cmake.org/download/
# install doxygen for windows: http://www.doxygen.org/download.html
#  Note: redirects to http://www.stack.nl/~dimitri/doxygen/download.html
# install http://www.graphviz.org/Download_windows.php

Getting the Kalman Filter C++ library

$ git clone https://github.com/sfmontyo/KalmanFilter.git
$ cd KalmanFilter


Run cmake to create the cmake build subdirectory. In the cmake build

$ make all
$ sudo make install

A small static library (libkalman.a) will be installed in /usr/local/lib. A
directory named ‘kalman’ containing all necessary include files will be
installed in /usr/local/include. If you wish to install elsewhere, please
modify the top variables in ‘makefile’.

Running the examples

After building the examples using make all from with the cmake build folder
go to the subdirectory

$ cd ${ROOT}/examples/src
$ ../../${CMAKE_BUILD_DIRECTORY}/examples/kalmanExamples

This will run the examples.