Name 

Description 

 

A 

Maps x(k-1) to x(k) without noise or system input.  

 

B 

Matrix B is used in the x(k) = A*x(k-1) + B*u(k-1).  

 

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.  

 

Name 

Description 

 

MeasurementUpdate 

Applies one "measurement update".  

 

TimeUpdate 

Applies one "time update".  

 

Update 

Advances the computation by one iteration.  

 

Name 

Description 

 

OnDrivingFunction 

Event type used to provide the driving function for the Kalman filter.