Bayesian Filtering Library

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Bayesian Filtering Library (BFL) is an open source C++ library for recursive Bayesian estimation. The library is mainly written by the Belgian scientist Klaas Gadeyne, and primarily runs on Linux.

[edit] Features

• Kalman filtering
• Particle filters
• Sequential Monte Carlo methods
• Grid based methods

[edit] External links

• BFL homepage
• Bayes++ Another library for Bayesian filtering
• ReBEL A Matlab library/toolkit for recursive Bayesian estimation