Kalman Filter
Allocates a Kalman filter and all its matrices and initializes them.
Parameters
dynam Params
number of dynamic parameters (state vector dimensions).
measure Params
number of measurement parameters (measurement vector dimensions).
control Params
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.
Signal Processing Exception
if something else fails.
Constructor in case of no control parameters.
Parameters
dynam Params
number of dynamic parameters (state vector dimensions).
measure Params
number of measurement parameters (measurement vector dimensions).
Throws
if either the number of dynamic or measurement parameters is zero or negative.
Signal Processing Exception
if something else fails.