KalmanFilter Class

Predicts the next state based on the current estimate.

Definition

Namespace: Gemstone.Numeric.Analysis
Assembly: Gemstone.Numeric (in Gemstone.Numeric.dll) Version: 1.0.169 -- Release Build+8ea56ff35548d526d505b6c30a0e7b1d71cedef9
public class KalmanFilter
Inheritance
Object    KalmanFilter

Constructors

KalmanFilter Creates a new Kalman filter.

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Filter Filters a set of measurements.
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
ToStringReturns a string that represents the current object.
(Inherited from Object)
Update Updates the filter with a new measurement.

Fields

DefaultEstimateError Default estimate error.
DefaultMeasurementNoise Default measurement noise covariance.
DefaultProcessNoise Default process noise covariance.

See Also