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KalmanFilter Constructor
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Creates a new Kalman filter.
Namespace: GSF.NumericalAnalysisAssembly: GSF.Core (in GSF.Core.dll) Version: 2.4.191-beta+925724bd48239ba1d4417fe63f8c4977892ab734
Syntax public KalmanFilter(
double processNoise = 1E-05,
double measurementNoise = 0.001,
double estimatedError = 1E-05
)
Public Sub New (
Optional processNoise As Double = 1E-05,
Optional measurementNoise As Double = 0.001,
Optional estimatedError As Double = 1E-05
)
public:
KalmanFilter(
double processNoise = 1E-05,
double measurementNoise = 0.001,
double estimatedError = 1E-05
)
new :
?processNoise : float *
?measurementNoise : float *
?estimatedError : float
(* Defaults:
let _processNoise = defaultArg processNoise 1E-05
let _measurementNoise = defaultArg measurementNoise 0.001
let _estimatedError = defaultArg estimatedError 1E-05
*)
-> KalmanFilter
GSF.NumericalAnalysis.KalmanFilter = function(processNoise, measurementNoise, estimatedError);
View SourceParameters
- processNoise Double (Optional)
Determines how much the system state is expected to change between measurements.
Start with a very small value (e.g., 1e-5) and gradually increase it. Too small a value can
make the filter slow to adapt to changes, while too large can make it over-responsive to noise.
- measurementNoise Double (Optional)
Reflects the confidence in the measurements. A lower value gives more weight to the measurements.
If your measurements are accurate, set R to a small value (e.g., 1e-3). Increase it if the
measurements are noisy.
- estimatedError Double (Optional)
Represents the initial guess about the error in the state estimate.
Start with a value that reflects the expected variability in the initial state.
See Also