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Library mrptbayes
Here there are two main family of algorithms:

Kalman filters: A generic, templatized Kalman filter implementation (includes EKF,IEKF and in the future, UKF), which only requires from the programmer to provide the system models and (optinally) the Jacobians. See mrpt::bayes::CKalmanFilterCapable

Particle filters: A set of helper classes and functions to perform particle filtering. In this case the algorithms are not as generic as in Kalman filtering, but the classes serve to organize and unify the interface of different PF algorithms in MRPT. See mrpt::bayes::CParticleFilter.
See all classes in the namespace: mrpt::bayes

struct  mrpt::bayes::TKF_options 
 Generic options for the Kalman Filter algorithm in itself. More...


class  mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE > 
 Virtual base for Kalman Filter (EKF,IEKF,UKF) implementations. More...


class  mrpt::bayes::CParticleFilter 
 This class acts as a common interface to the different interfaces (see CParticleFilter::TParticleFilterAlgorithm) any bayes::CParticleFilterCapable class can implement: it is the invoker of particle filter algorithms. More...


class  mrpt::bayes::CParticleFilterCapable 
 This virtual class defines the interface that any particles based PDF class must implement in order to be executed by a mrpt::bayes::CParticleFilter. More...


struct  mrpt::bayes::CParticleFilterDataImpl< Derived, particle_list_t > 
 A curiously recurring template pattern (CRTP) approach to providing the basic functionality of any CParticleFilterData<> class. More...


class  mrpt::bayes::CParticleFilterData< T, STORAGE > 
 This template class declares the array of particles and its internal data, managing some memoryrelated issues and providing an easy implementation of virtual methods required for implementing a CParticleFilterCapable. More...


struct  mrpt::bayes::CProbabilityParticle< T, STORAGE > 
 A template class for holding a the data and the weight of a particle. More...


class  mrpt::bayes::CRejectionSamplingCapable< TStateSpace, STORAGE > 
 A base class for implementing rejection sampling in a generic state space. More...



 mrpt::bayes 
 The namespace for Bayesian filtering algorithm: different particle filters and Kalman filter algorithms.


◆ particle_storage_mode
◆ TKFMethod