KalmanFilter Properties |
The KalmanFilter type exposes the following members.
| Name | Description | |
|---|---|---|
| ControlMatrix |
Control matrix (B) (not used if there is no control)
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| ErrorCovPost |
posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k)
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| ErrorCovPre |
priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)
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| Gain |
Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)
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| MeasurementMatrix |
Measurement matrix (H)
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| MeasurementNoiseCov |
Measurement noise covariance matrix (R)
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| ProcessNoiseCov |
Process noise covariance matrix (Q)
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| Ptr |
Pointer to the unmanaged object
(Inherited from UnmanagedObject.) | |
| StatePost |
Corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))
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| StatePre |
Predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)
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| TransitionMatrix |
State transition matrix (A)
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