KalmanFilter

constructor(dynamParams: Int, measureParams: Int, controlParams: Int)

Allocates a Kalman filter and all its matrices and initializes them.

Parameters

dynamParams

number of dynamic parameters (state vector dimensions).

measureParams

number of measurement parameters (measurement vector dimensions).

controlParams

number of control parameters (control vector. dimensions). If zero, no control parameters are used. If less than zero, it is assumed that this is equal to the number of dynamic parameters.

Throws

if either the number of dynamic or measurement parameters is zero or negative.

SignalProcessingException

if something else fails.


constructor(dynamParams: Int, measureParams: Int)

Constructor in case of no control parameters.

Parameters

dynamParams

number of dynamic parameters (state vector dimensions).

measureParams

number of measurement parameters (measurement vector dimensions).

Throws

if either the number of dynamic or measurement parameters is zero or negative.

SignalProcessingException

if something else fails.