Kalman filtering framework by David Ogilvie

Object framework for filtering using Kalman filter, EKF, or UKF. (basic kalman filter, filter analysis, filter design)

DoubleWell

HeatConduction

Reentry

Learning the Kalman Filter by Michael Kleder

Basic Kalman filter, heavily commented, for beginners to Kalman filtering. (basic kalman filter, kalman filter, discrete filter)

kalmanf(s)