Here is an open source Kalman filter (written for my iPhone app) by a very smart friend of mine: http://github.com/lacker/ikalman http://github.com/lacker/ikalm

Here is an open source Kalman filter (written for my iPhone app) by a very smart friend of mine: http://github.com/lacker/ikalman http://github.com/lacker/ikalman It's in C.