class TBaseKalmanFilter : public tObject;
Abstract class for the Kalman filtering algorithm(s).
Constructors
| Name | Description |
|---|---|
| TBaseKalmanFilter |
Destructors
| Name | Description |
|---|---|
| ~TBaseKalmanFilter |
Methods
| Name | Description |
|---|---|
| MeasurementUpdate | Applies one "measurement update". |
| TimeUpdate | Applies one "time update". |
| Update | Advances the computation by one iteration. |
Fields
| Name | Type | Description |
|---|---|---|
| A | TMtx * | Maps x(k-1) to x(k) without noise or system input. |
| H | TMtx * | Relates process values x(k) to the measurement z(k). |
| Iter | int | Optional parameter. |
| K | TMtx * | Kalman gain. |
| P | TMtx * | Estimation error covariance. |
| Q | TMtx * | Process noise covariance. |
| R | TMtx * | Measurement noise covariance. |
| x | TMtx * | The process estimates. |
| z | TMtx * | The measured values. |