Kalman Filter C Implementation

Microcontroller targeted naive Kalman filter implementation in pure C using code ported from the Efficient Java Matrix Library.
A 🦀 Rust port is available at sunsided/minikalman-rs.

License

The project is licensed under the MIT license, a copy of which can be found in LICENSE.md.

Implemented so far

• Memory-optimizing preprocessor based Kalman Filter factory
• Algorithmically optimized matrix/matrix and matrix/vector operations
• Matrix inverse using Cholesky decomposition

Example filters

• Gravity constant estimation using only measured position

Using the library

Copy-paste sources

Drop the files directly into your own build — no external dependencies, no library to link.

1. Add src/cholesky.c, src/kalman.c, and src/matrix.c to your source list.
2. Add the include/ directory to your compiler's include path (-I include).
3. Link against the math library (-lm).

The library uses a preprocessor-based factory to generate filter and measurement structs. Before including the factory headers you must define a few macros:

/* Control inline semantics: use static in a single translation unit */
#define EXTERN_INLINE_MATRIX static inline
#define EXTERN_INLINE_KALMAN static inline

#include <kalman.h>

/* Define a filter named "gravity" with 3 states and 0 inputs */
#define KALMAN_NAME gravity
#define KALMAN_NUM_STATES 3
#define KALMAN_NUM_INPUTS 0
#include <kalman_factory_filter.h>

/* Define a measurement named "position" with 1 output */
#define KALMAN_MEASUREMENT_NAME position
#define KALMAN_NUM_MEASUREMENTS 1
#include <kalman_factory_measurement.h>

/* Undef all KALMAN_* macros so you can define another filter */
#include <kalman_factory_cleanup.h>

/* Now use the generated names */
kalman_t *kf = kalman_filter_gravity_init();
kalman_measurement_t *kfm = kalman_filter_gravity_measurement_position_init();

kalman_predict(kf);
kalman_correct(kf, kfm);

To define multiple filters, repeat the KALMAN_NAME / kalman_factory_filter.h / kalman_factory_cleanup.h cycle with different names.

CMake (installable)

The project can be built, installed, and consumed via find_package():

cmake -B build -S .
cmake --build build
cmake --install build --prefix /usr/local  # or any prefix

Downstream CMakeLists.txt:

find_package(kalman_clib 1.0 REQUIRED)
target_link_libraries(your_target PRIVATE kalman_clib::kalman_clib)

Options:

Option	Default	Description
KALMAN_CLIB_BUILD_EXAMPLES	ON	Build example programs

License & Origin

• SPDX-License-Identifier: MIT
• Upstream: https://github.com/sunsided/kalman-clib
• Copyright (c) 2014-2024 Markus Mayer - see LICENSE.md.