Available C++ Libraries FAQ
Libraries available to download (D-L)
Kalman - A class library for Kalman filteringContains lumatrix.c++ etc.
Added : 1995-01-01 Amended: 2003-10-20 Licensing : Not known
Copyright (c) 2017 Nikki Locke, Trumphurst Ltd.
Permission is granted to distribute over the Internet without charge. The author's permission is required (and usually given) to distribute in any other way, including on CD.