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Central difference kalman filter which can work with states on a manifold

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manifold_cdkf

Central Difference Kalman Filter which can work with states on a manifold. The manifold operations follow the approach in [1]. The implementation is heavily inspired by the lightweight_filtering library.

Note: Requires C++14 support in the compiler, which is present in GCC versions >= 5 and Clang versions >= 3.4

[1] C. Hertzberg et al., "Integrating generic sensor fusion algorithms with sound state representations through encapsulation of manifolds"

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Central difference kalman filter which can work with states on a manifold

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