Indicates whether this instance and a specified object are equal.

Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.

Returns the hash code for this instance.

Gets the Type of the current instance.

Creates a shallow copy of the current Object.

Returns the fully qualified type name of this instance.

control matrix (B) (it is not used if there is no control)

number of control vector dimensions

number of state vector dimensions

=transition_matrix->data.fl

posteriori error estimate covariance matrix P(k)=(I-K(k)*H)*P'(k)

priori error estimate covariance matrix P'(k)=A*P(k-1)*At + Q)

Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)

=gain->data.fl

measurement matrix (H)

measurement noise covariance matrix (R)

=measurement_matrix->data.fl

=measurement_noise_cov->data.fl

number of measurement vector dimensions

=process_noise_cov->data.fl

=error_cov_post->data.fl

=state_pre->data.fl

=error_cov_pre->data.fl

=state_post->data.fl

process noise covariance matrix (Q)

corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))

predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)

temporary matrices

temp1->data.fl

temporary matrices

temp2->data.fl

temporary matrices

temporary matrices

temporary matrices

state transition matrix (A)