Filtering Library (fl)  v0.1.2-dev0-119-g5f749f1
Bayesian Filtering Library with Real-Time Support
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About FL (draft)

FL is general purpose C++ (C++11 standard) Bayesian filtering framework library with real-time support for linear and non-linear systems. Currently available filters are (just an example list)

  • General Particle Filter
  • Coordinate Particle Filter
  • KalmanFilter for purely linear systems
  • Sigma Point Kalman Filter for linear and non-linear systems

The library is being developed as an extensible framework with low application restrictions.

The employed underlying concepts are aimed to use this library in regular offline mode applications as well as in real-time systems. As a result of the real-time capability, the user has the option to take advantage of vectorization optimizations (SEE2, SSE3 or SSE4, AltiVec, ARM NEON) and zero runtime heap allocation all together with minimum effort.

Dependencies and Compiling

FL doesn't require pre-complication nor any library linking. The entire code base is generic and based on templates.

The library dependencies are

To be able to compile your code with FL you need to enable the C++11 or C++0x standard for your compiler. With GCC you may add the definition

-std=c++0x OR -std=c++11

Tested Eigen3

  • Eigen 3.1.2
  • Eigen 3.2.0

Tested Compilers

  • GCC 4.6 (-std=c++0x)
  • GCC 4.8 (-std=c++11)

Tested OS

  • Ubuntu 12.04 LTS (Precise (AMD64))
  • Ubuntu 14.04 LTS (Trusty Tahr (AMD64))