Class KalmanFilter<T>

Basic Kalman Filter

Author

Wouter Bulten

See

http://github.com/wouterbulten/kalmanjs

Copyright

Copyright 2015-2018 Wouter Bulten

License

MIT

Type Parameters

T extends Vector3

Index

Constructors

Accessors

covariance measurement

Methods

filter predict uncertainty

Constructors

constructor

new KalmanFilter<T>(R, Q, A, B, C, x, cov): KalmanFilter<T>
Type Parameters
- T extends Vector3
Parameters
- R: T
- Q: T
- A: T
- B: T
- C: T
- x: T
- cov: T
Returns KalmanFilter<T>
- Defined in src/nodes/processing/dsp/KalmanFilterNode.ts:90

Accessors

covariance

get covariance(): T
Get covariance

Returns T
covariance vector
- Defined in src/nodes/processing/dsp/KalmanFilterNode.ts:165

measurement

get measurement(): T
Return the last filtered measurement

Returns T
Last measurement
- Defined in src/nodes/processing/dsp/KalmanFilterNode.ts:157

Methods

filter

filter(z, u?): Vector3
Filter a new value
Parameters
- z: Vector3
  Measurement
- Optional u: Vector3
  Control
Returns Vector3
Filtered value
- Defined in src/nodes/processing/dsp/KalmanFilterNode.ts:107

predict

predict(u?): Vector3
Predict next value
Parameters
- Optional u: Vector3
  Control
Returns Vector3
Predicted value
- Defined in src/nodes/processing/dsp/KalmanFilterNode.ts:138

uncertainty

uncertainty(): T
Return uncertainty of filter

Returns T
Uncertainty
- Defined in src/nodes/processing/dsp/KalmanFilterNode.ts:149