Package qubx :: Package fast :: Module kalman
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Module kalman

source code

Kalman filter from qubfast/qub_kalman.

Copyright 2014 Research Foundation State University of New York This file is part of QUB Express.

QUB Express is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

QUB Express is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License, named LICENSE.txt, in the QUB Express program directory. If not, see <http://www.gnu.org/licenses/>.

Classes [hide private]
  KalmanConst
  PKalmanConst
  Constants
Holds the matrices which define the filter; can be shared among Filter instances.
  KalmanState
  PKalmanState
  Filter
Functions [hide private]
 
Filter1D(A=1.0, Q=1e-05, H=1.0, R=0.001, X=0.0)
Returns a Filter object for one-dimensional process and measurement.
source code
Variables [hide private]
  __package__ = 'qubx.fast'
Function Details [hide private]

Filter1D(A=1.0, Q=1e-05, H=1.0, R=0.001, X=0.0)

source code 

Returns a Filter object for one-dimensional process and measurement.

Parameters:
  • A - process scalar; X is multiplied by this at each sample
  • Q - process variance
  • H - process to measurement scalar
  • R - measurement variance
  • X - initial process state