I was wondering if we have any reference implementations or packages that implement (convex) optimization based kalman filters. Such as discussed in this paper by Boyd: Real-Time Convex Optimization in Signal Processing

Optimization Based Kalman Filters

baggepinnen August 29, 2025, 11:57am 4

It turns out that I found a closed-form solution to what I was trying to do, so I do not need the convex optimization anymore

Topic		Replies	Views
How to Kalman filter General Usage question	16	7954	February 8, 2018
A package for Kalman Filters for Navigation Specific Domains	3	1456	May 1, 2019
Help to improve performance of kalman filter New to Julia question	3	709	December 30, 2018
What's the status of image convolutions on CPU & GPU? GPU	39	5839	October 10, 2017
Help implement Kalman filter General Usage question , kalman	16	3198	February 3, 2018