A C++, object-oriented, Extended Kalman Filter library.
Numerical method used to track a time-varying signal in the presence of noise.
A sequential linear least-squares algorithm which uses an initial estimate and incremental data to find an optimal solution. A variant of this algorithm is used as the mathematical foundation of the BaBar track fit. Code implementing the track f it is in package KalmanTrack. Reference Link (http://www.slac.stanford.edu/BFROOT/www/Computing/Offline/Reconstruction/Tracking/trackDocu.html)