You are viewing an old version of this page. View the current version.

Compare with Current View Page History

« Previous Version 2 Next »

This operator uses a kalman filter to estimate the distribution of one or more attribute values.

Parameter

  • Attributes: The attributes to perform the filter on
  • Transition: The transition matrix
  • ProcessNoise: The process noise matrix
  • Measurement: The measurement matrix
  • MeasurementNoise: The measurement noise matrix
  • InitialState: The initial state vector (optional)
  • InitialError: The initial error matrix (optional)
  • Control: The control matrix (optional)

Example

out = KALMAN({MEASUREMENT = '[1.0]', TRANSITION = '[1.0]', ProcessNoise = '[2.0]', ATTRIBUTES = ['x'], MEASUREMENTNOISE = '[4.0]'}, in)
Kalman Filter Operator
in = KALMAN({INITIALSTATE = '[0.0, 0.0, 0.0, 0.0]', INITIALERROR = '[1.0,0.0,0.0,0.0;0.0,1.0,0.0,0.0;0.0,0.0,1.0,0.0;0.0,0.0,0.0,1.0]', MEASUREMENT = '[0.0,0.0,1.0,0.0;0.0,0.0,0.0,1.0]', TRANSITION = '[1.0,0.0,1.0,0.0;0.0,1.0,0.0,1.0;0.0,0.0,1.0,0.0;0.0,0.0,0.0,1.0]', PROCESSNOISE = '[1/4, 1/4, 1/2, 1/2;1/4, 1/4, 1/2, 1/2; 1/2, 1/2, 1, 1; 1/2, 1/2, 1, 1]', ATTRIBUTES = ['x1','x2'], MEASUREMENTNOISE = '[10.0,0.0;0.0,10.0]'}, out)


  • No labels