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 primarily runs on Linux.

Features

  • Kalman filtering
  • Particle filters
  • Sequential Monte Carlo methods
  • Grid based methods
  • BFL homepage
  • Bayes++ Another library for Bayesian filtering
  • ReBEL A Matlab library/toolkit for recursive Bayesian estimation