High-order Moment-based Kalman Filter(HMKF) is a nonlinear Kalman filter that uses exact moment propagation method to estimate state from noisy measurements.

coming soon...

The main code is written in C++ and visualization code is mainly used Python. However, we also use matplotlib.cpp for the simple visualization in C++. Note that we only test our code on Ubuntu22.04.

CMake >= 3.22

coming soon..

[1] "Moment-based Kalman Filter: Nonlinear Kalman Filtering with Exact Moment Propagation", Yutaka Shimizu,Ashkan Jasour, Maani Ghaffari, Shinpei Kato, https://arxiv.org/abs/2301.09130

[2] "Moment-Based Exact Uncertainty Propagation Through Nonlinear Stochastic Autonomous Systems", S. J. Julier and J. K. Uhlmann, https://arxiv.org/abs/2101.12490

[3] "The UTIAS multi-robot cooperative localization and mapping dataset", Leung, Keith and Halpern, Yoni and Barfoot, Timothy and Liu, Hugh, https://journals.sagepub.com/doi/10.1177/0278364911398404