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TBaseKalmanFilter Members
TBaseKalmanFilter Class | Legend | Public Fields | Public Methods
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The following tables list the members exposed by TBaseKalmanFilter.

Class
Public Fields
 
Name 
Description 
 
A 
Maps x(k-1) to x(k) without noise or system input.  
 
H 
Relates process values x(k) to the measurement z(k).  
 
Iter 
Optional parameter.  
 
K 
Kalman gain.  
 
P 
Estimation error covariance.  
 
Q 
Process noise covariance.  
 
R 
Measurement noise covariance.  
 
x 
The process estimates.  
 
z 
The measured values.  
Public Methods
 
Name 
Description 
 
MeasurementUpdate 
Applies one "measurement update".  
 
TimeUpdate 
Applies one "time update".  
 
Update 
Advances the computation by one iteration.  
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