KalmanFilter Class

Predicts the next state based on the current estimate.

Definition

Namespace: Gemstone.Numeric.Analysis
Assembly: Gemstone.Numeric (in Gemstone.Numeric.dll) Version: 1.0.171 -- Release Build+20915b5e5c2b832e94890ea4187a61c474a2582a
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