Bayes++

Bayes++ is an open source C++ library for Bayesian filtering. The library is mainly written by Michael Stevens, and is platform independent. It uses the Boost uBLAS library for matrix handling.

Features

 * Kalman filters (Extended, Unscented and Information filters; with ordinary and square-root implementations)
 * Sampling Importance Resampling (SIR) filters (Particle filter/ weighted Bootstrap; with general and Kalman implementations)
 * Simultaneous localization and mapping