Name 

Description 

 

OnGenerateMeasurement 

Parameter is of type TVec and has to be filled with result of non-linear measurement function h.  

 

OnGenerateProcess 

Parameter is of type TVec and has to be filled with result of non-linear process function f.  

 

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.  

 

V 

Matrix of partial derivates of h with respect to v. v is the measurement noise.  

 

W 

Matrix of partial derivates of f with respect to w. w is the process noise.  

 

x 

The process estimates.  

 

z 

The measured values.  

 

Name 

Description 

 

MeasurementUpdate 

Applies one "measurement update".  

 

TimeUpdate 

Applies one "time update".  

 

Update 

Advances the computation by one iteration.