An on-manifold state estimation library for robotics.

The core idea behind this project is to abstract-away the state definition such that a single estimator implementation can operate on a variety of state manifolds, such as the usual vector space, and any Lie group. At the moment, algorithms and features of this package include:

• Extended Kalman Filter
• Iterated Extended Kalman Filter
• Sigmapoint Kalman Filters (Unscented, Spherical Cubature, Gauss-Hermite)
• Interacting Multiple Model Filter
• Batch MAP Estimation
• A large collection of common process and measurement models
• Out-of-the-box on-manifold numerical jacobian using finite differencing
• Various utils for plotting, error, and consistency evaluation
• Monte Carlo experiment executor with result aggregation
• A preintegration module for linear, wheel odometry, and IMU process models