Class KalmanFilter

Kalman filter

Index

Constructors

Properties

_d _F _H _P _Q _R _x

Methods

Constructors

constructor

new KalmanFilter(): KalmanFilter
Returns KalmanFilter

Properties

_d

_d: number

_F

_F: Matrix<number>

_H

_H: Matrix<number>

_P

_P: Matrix<number>[]

_Q

_Q: Matrix<number>

_R

_R: any

_x

_x: Matrix<number>[]

Methods

fit

fit(z: number[][]): number[][]
Fit and returns smoothed values.
Parameters
- z: number[][]
  Training data
Returns number[][]
Predicted values
- Defined in lib/model/kalman_filter.d.ts:13

predict

predict(k: number): number[][]
Returns predicted future values.
Parameters
- k: number
  Prediction count
Returns number[][]
Predicted values
- Defined in lib/model/kalman_filter.d.ts:23