by An Uncommon Lab

Introduction

*kf generates custom state estimators and allows fast prototyping of filters, testing their statistical properties, and exploration of implementation details to design fast, stable algorithms.

*kf is pretty big, but this documentation will start small. We'll first make sure you can install and run the software, then proceed to some tutorials, which will walk through the process of building working filters for simple problems. After that, it's up to you. Would you like to see a quick reference for the nomenclature, read about the filter design process, or dig in to the specifics for the various functions that *kf has inside?

If you're new to filtering, that's fine. We hope you'll learn by doing. If you're an old-timer who's been designing filters since Apollo, then that's great. We hope you'll appreciate the depth of different filtering concepts inside and the ease with which they can now be wielded. And if you're just looking to make a quick filter and be done with it, we hope you'll find the examples to be good starting points for that thing you're supposed to be working on right now.

Ok, so what's next?

If you're thinking about using *kf or need to install it, you should first check the Getting Ready page.

If you already have *kf on your system, we can get started.

Confused about terminology? Check the nomenclature doc.

Need anything else? Look over there on the left to see what you can find, and if you don't see it, feel free to contact us.