A demo application for the one-dimensional case of the Kalman filter algorithm.
To execute the tests without the sporadic tests (random tests) execute the Tests module with the following arguments:
~[random-test]
You will need gtkmm and Gtkmm-PLplot in order to build.
To install gtkmm on linux try this:
sudo apt install libgtkmm-3.0-dev
If it does not work, check out the Installation section of the gtkmm documentation.
Gtkmm-PLplot has packages for various linux distributions.