Bayesian Filtering Library

Bayesian Filtering Library (BFL) is an open source (GNU LGPL) C++ library for recursive Bayesian estimation, and part of the orocos project. The library was originally mainly written by the Belgian scientist Klaas Gadeyne, and currently maintained by Tinne De Laet. It runs on Linux, Mac OS X, and Microsoft Windows.

Features

Kalman filtering
Particle filters
Sequential Monte Carlo methods
Grid based methods
Mixture Filters

External links

BFL homepage

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