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object --+
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Constants
Holds the matrices which define the filter; can be shared among Filter instances.
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Nprocess length of the process (X) vector |
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Nmeasure length of the measurement (Z) vector |
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A process matrix (Nprocess x Nprocess); default is identity matrix |
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Q process covariance (Nprocess x Nprocess) |
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H process -> measurement matrix (Nmeasure x Nprocess) |
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R measurement covariance (Nmeasure x Nmeasure) |
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x.__init__(...) initializes x; see help(type(x)) for signature
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Nprocesslength of the process (X) vector
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Nmeasurelength of the measurement (Z) vector
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Aprocess matrix (Nprocess x Nprocess); default is identity matrix
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Qprocess covariance (Nprocess x Nprocess)
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Hprocess -> measurement matrix (Nmeasure x Nprocess)
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Rmeasurement covariance (Nmeasure x Nmeasure)
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