Class KalmanFilter

constructor

• new KalmanFilter(): KalmanFilter

• Returns KalmanFilter

_d

_F

_H

_P

_Q

_R

_x

fit

• fit(z: number[][]): number[][]

• Fit and returns smoothed values.

  Parameters

  • z: number[][]

    Training data

  Returns number[][]

  Predicted values

predict

• predict(k: number): number[][]

• Returns predicted future values.

  Parameters

  • k: number

    Prediction count

  Returns number[][]

  Predicted values