ukf.compute: Compute the unscented Kalman Filter
In squipbar/filters: A package to compute (nonlinear) filters
Description
Usage
Arguments
Value
Description
Compute the unscented Kalman Filter
Usage
1
2
ukf.compute(m0, P0, y, f, g, Q, R, n = length(m0), alpha = 0.001,
kappa = 0, betta = 2)
Arguments
m0
The initial mean
P0
The initial covariance
y
The sequence of signals
f
The law of motion for the state
g
The measurement equation
Q
The state shock covariance
R
The measurement covariance
n
The dimension of the problem
Value
The mean and covariance of the predicted state at each point in time
squipbar/filters documentation built on May 30, 2019, 8:41 a.m.
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Description Usage Arguments Value
Description
Compute the unscented Kalman Filter
Usage
1 2 | ukf.compute(m0, P0, y, f, g, Q, R, n = length(m0), alpha = 0.001,
kappa = 0, betta = 2)
|
Arguments
m0 |
The initial mean |
P0 |
The initial covariance |
y |
The sequence of signals |
f |
The law of motion for the state |
g |
The measurement equation |
Q |
The state shock covariance |
R |
The measurement covariance |
n |
The dimension of the problem |
Value
The mean and covariance of the predicted state at each point in time
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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