Interface | Description |
---|---|
MeasurementModel |
Defines the measurement model for the use with a
KalmanFilter . |
ProcessModel |
Defines the process dynamics model for the use with a
KalmanFilter . |
Class | Description |
---|---|
DefaultMeasurementModel |
Default implementation of a
MeasurementModel for the use with a KalmanFilter . |
DefaultProcessModel |
Default implementation of a
ProcessModel for the use with a KalmanFilter . |
KalmanFilter |
Implementation of a Kalman filter to estimate the state xk
of a discrete-time controlled process that is governed by the linear
stochastic difference equation:
xk = Axk-1 + Buk-1 + wk-1
with a measurement xk that is
zk = Hxk + vk.
|
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