kalmanfilter: Kalmanfilter general

Description Usage Arguments Value

View source: R/kalmanfilter.R

Description

Kalmanfilter general

Usage

1
kalmanfilter(x, P, z, u, A, B, H, Q, R)

Arguments

x

observation from sensor 1

P

variance of observation from sensor 1 at the previous time step

z

observation from sensor 2

u

control vector

A

scale constant related to x

B

scale constant related to u

H

scale constant between sensor 1 and 2

Q

noise of the observation from sensor 1

R

noise of the observation from sensor 2

Value

the list of two value; optimal estimate for x and P


issactoast/ikhyd documentation built on March 5, 2021, 10:24 p.m.