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KalmanFilter Properties

The KalmanFilter type exposes the following members.

Public propertyControlMatrix
Control matrix (B) (not used if there is no control)
Public propertyErrorCovPost
posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k)
Public propertyErrorCovPre
priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)
Public propertyGain
Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)
Public propertyMeasurementMatrix
Measurement matrix (H)
Public propertyMeasurementNoiseCov
Measurement noise covariance matrix (R)
Public propertyProcessNoiseCov
Process noise covariance matrix (Q)
Public propertyPtr
Pointer to the unmanaged object
(Inherited from UnmanagedObject.)
Public propertyStatePost
Corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))
Public propertyStatePre
Predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)
Public propertyTransitionMatrix
State transition matrix (A)
See Also