I just searched and didn't find any. I'd like to make one soon though for embedded work, but I won't get to it for at least a month.
They're really not too difficult to implement with a linear algebra solver. Arraymancer should have one, or the SciNim repos might have an alternative implementation. Here's a general purpose one: <https://github.com/tysik/kalman_filters/blob/7fa761e995893e876d31c73fe4a986a0776d99b1/kalman_filter.h#L294> Or a basic 2-d one here: <https://gist.github.com/jannson/9951716>
