libfixkalman is a Kalman filter computation library for microcontrollers. It is based on the libfixmatrix and libfixmath libraries, which use 16.16 bit fixed point values. The main focus is processors without an FPU, such as ARM Cortex-M0 or M3.
Matrix inversion in the correction step is implemented using Cholesky decomposition and an optimized inversion algorithm ported from EJML.
See function reference for further details and example_gravity.c for example code.