Bayesian Filtering Library

Bayesian Filtering Library

Bayesian Filtering Library (BFL) is an open source C++ library for recursive Bayesian estimation. The library is mainly written by the Belgian scientist Klaas Gadeyne, and runs on Linux, Mac OS X, and Microsoft Windows.

Features

* Kalman filtering
* Particle filters
* Sequential Monte Carlo methods
* Grid based methods

External links

* [http://www.orocos.org/bfl BFL] homepage
* [http://bayesclasses.sourceforge.net/Bayes++.html Bayes++] Another library for Bayesian filtering
* [http://choosh.cse.ogi.edu/rebel/ ReBEL] A Matlab library/toolkit for recursive Bayesian estimation


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