Filters
April 4, 2026 · View on GitHub
Digital filtering algorithms for noise reduction, state estimation, and signal conditioning.
Categories
Active Filters
Filters that incorporate feedback and a dynamic internal model of the system.
| Algorithm | Description |
|---|---|
| Kalman Filter | Optimal recursive state estimator for linear systems with Gaussian noise |
| Extended Kalman Filter | Nonlinear state estimator using first-order linearization (Jacobians) |
| Unscented Kalman Filter | Nonlinear state estimator using sigma points; no Jacobians required |
| Kalman Smoother | Offline RTS smoother providing MMSE estimates over the full observation sequence |
Passive Filters
(Coming soon — FIR and IIR filter documentation)