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https://github.com/artivis/kalmanif

A small collection of Kalman Filters on Lie groups
https://github.com/artivis/kalmanif

cpp17 extended-kalman-filters filtering header-only invariant-extended-kalman-filter kalman-filter kalman-smoother lie-algebra lie-groups manif rauch-tung-striebel robotics state-estimation unscented-kalman-filter

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A small collection of Kalman Filters on Lie groups

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# kalmanif



## A small collection of Kalman Filters on Lie groups



[![GHA][badge-ci-img]][badge-ci]



![GitHub][badge-license]



## Package Summary



`kalmanif` is a Kalman filter(s) on Lie groups library for state-estimation

targeted at robotics applications.

It is developed as a header-only C++17 library based on [manif][manif-repo].



At the moment, it implements:



- Extended Kalman Filter (EKF)

- Square Root Extended Kalman Filter (SEKF)

- Invariant Extended Kalman Filter (IEKF)

- Unscented Kalman Filter on manifolds (UKFM)

- Rauch-Tung-Striebel Smoother*



(*the RTS Smoother is compatible with all filters - ERTS / SERTS / IERTS/ URTS-M)



Together with a few system and measurement models mostly for demo purpose.

Other filters/models can and will be added, contributions are welcome.



`kalmanif` started has a rework of the excellent [kalman][kalman-repo] library by [Markus Herb][mherb] to turn [the filtering-based examples in manif][manif-examples] into reusable code.

The main difference from the [kalman][kalman-repo] library is its integration with the [manif][manif-repo] library to handle the Lie theory aspects.

There are also numerous implementation details that differ and which can't be summarized here.



`kalmanif` is distributed under the same permissive license as it's inspirational model.



> :heavy_exclamation_mark: kalmanif is very much a work in progress. As such, do not expect it to work out of the box, nor support your application. Do expect its API to change. Headache possible. :heavy_exclamation_mark:



### Details



- Maintainer status: maintained

- Maintainer: Jeremie Deray

- Authors: Jeremie Deray

- License: [MIT](LICENSE)

- Bug / feature tracker: [github.com/artivis/kalmanif/issues][kalmanif-issue]

- Source: [github.com/artivis/kalmanif.git][kalmanif-repo] (branch: devel)



## Quick Start



Checkout the installation guide [over here](CONTRIBUTING.md#development-environment).



### Note



Both the `IEKF` and `UKFM` filters are implemented in their **'right invariant'** flavor.

However they are able to handle both 'right' *and* 'left' measurements.



## Tutorials and application demos



We provide some self-contained and self-explained executables implementing some real problems.

Their source code is located in `kalmanif/examples/`.

These demos are:



- [`demo_se2.cpp`](examples/demo_se2.cpp): 2D robot localization based on fixed landmarks using SE2 as robot poses.

This implements the example V.A in [SOLA-18-Lie][jsola18].

- [`demo_se3.cpp`](examples/demo_se3.cpp): 3D robot localization based on fixed landmarks using SE3 as robot poses.

This re-implements the example above but in 3D.

- [`demo_se_2_3.cpp`](examples/demo_se_2_3.cpp): 3D robot localization and linear velocity estimation based on strap-down IMU model and fixed beacons.



Check out the documentation to see how to [build them][demo-build] and what are [their options][demo-run].



## References



`kalmanif` is based on several publications, some of which are referenced [here](docs/publications.md).



## Contributing



Want to contribute? Great! Check out our [contribution guidelines](CONTRIBUTING.md).



[//]: # (URLs)



[kalman-repo]: https://github.com/mherb/kalman

[mherb]: https://github.com/mherb



[jsola18]: http://arxiv.org/abs/1812.01537

[barrau15]: https://arxiv.org/pdf/1410.1465.pdf

[deray20]: https://joss.theoj.org/papers/10.21105/joss.01371

[brossard20]: https://arxiv.org/pdf/2002.00878.pdf

[Barrau17]: https://arxiv.org/pdf/1410.1465.pdf



[eigen]: http://eigen.tuxfamily.org

[ceres]: http://ceres-solver.org/

[ceres-jet]: http://ceres-solver.org/automatic_derivatives.html#dual-numbers-jets

[crtp]: https://en.wikipedia.org/wiki/Curiously_recurring_template_pattern



[kalmanif-repo]: https://github.com/artivis/kalmanif.git

[kalmanif-issue]: https://github.com/artivis/kalmanif/issues

[kalmanif-doc]: https://codedocs.xyz/artivis/kalmanif

[demo-build]: CONTRIBUTING.md#development-environment

[demo-run]: docs/demo.md



[manif-repo]: https://github.com/artivis/manif

[manif-examples]: https://github.com/artivis/manif/tree/devel/examples



[pybind11]: https://pybind11.readthedocs.io/en/stable/index.html



[git-workflow]: http://nvie.com/posts/a-successful-git-branching-model/



[badge-ci]: https://github.com/artivis/kalmanif/workflows/build-and-test/badge.svg?branch=devel

[badge-ci-img]: https://github.com/artivis/kalmanif/workflows/build-and-test/badge.svg?branch=devel

[badge-ci-win]: https://ci.appveyor.com/project/artivis/kalmanif

[badge-ci-win-img]: https://ci.appveyor.com/api/projects/status/l0q7b0shhonvejrd?svg=true

[badge-doc-img]: https://codedocs.xyz/artivis/kalmanif.svg

[badge-cov]: https://codecov.io/gh/artivis/kalmanif

[badge-cov-img]: https://codecov.io/gh/artivis/kalmanif/branch/devel/graph/badge.svg

[badge-license]: https://img.shields.io/github/license/mashape/apistatus.svg