Ekfvloc is a project mainly written in C++ and ADA, it's free.
EKF-based localization library for Gearbox and Player
This library implements segment-based EKF localization:
"Mobile Robot Localization and Map Building: A Multisensor Fusion Approach" J.A. Castellanos and J.D. Tardós Kluwer Academic Publishers, Boston, 1999 ISBN 0-7923-7789-3
Code follows (mostly) Google source code conventions.
Usage interface is via robot_location.hh
Tuning parameters are in params.hh