Package qubx :: Package fast :: Module kalman :: Class Filter

Class Filter

object --+
         |
        Filter

Instance Methods

[hide private]

__init__(self, constants)
x.__init__(...) initializes x; see help(type(x)) for signature

source code

__del__(self)

source code

copy_from(self, other)

source code

reset(self)

source code

next_arr(self, z)
z must be a numpy.array of type double, length constants.Nmeasure.

source code

next_num(self, z)
z must be a python number, and constants.Nmeasure == 1

source code

next_arr_from(self, other, z)

source code

next_num_from(self, other, z)

source code

filter(self, arr, get_std=False)
Optimization for Nmeasure == 1; replaces arr with filtered.

source code

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__

Properties

[hide private]

X
posterior process state vector

Z
posterior measurement vector (output of the filter after each sample)

P
posterior process covariance

Inherited from object: __class__

Method Details

[hide private]

init(self, constants)
(Constructor)

source code

x.__init__(...) initializes x; see help(type(x)) for signature

Overrides: object.__init__: (inherited documentation)

Property Details

[hide private]

X

posterior process state vector

Get Method:: unreachable(self)

Z

posterior measurement vector (output of the filter after each sample)

Get Method:: unreachable(self)

P

posterior process covariance

Get Method:: unreachable(self)

Class Filter

__init__(self, constants) (Constructor)

X

Z

P

init(self, constants)
(Constructor)