Very Simple Kalman Filter
A general Kalman filter is difficult to understand. Here, the very simple one-dimensional Kalman filter with the uniform motion model. It helps to understand and useful!Sample program
Just include SimpleKalmanFilter.h.Header file: SimpleKalmanFilter.h
C++ test code: testSimpleKalmanFilter.cpp
Usage
- (1) Set the observation variance
- (2) Initialize
- (3) Update double update( double param );
void setSigma2Measure( double sgm2 )
sgm2:the observation variance
void initialize( double param, double velo, double sigma2DistParam, double sigma2DistVelo, double sigmaDistParamVelo )
param: the inital parameter
velo: the initial velocity
sigma2DistParam: the initial variance of the parameter
sigmaDistParamVelo: the initial variance of the velocity
param: the observed parameter
return value:the filter output
