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

Parameter

Example

out = KALMAN({MEASUREMENT = '[1.0]', TRANSITION = '[1.0]', ProcessNoise = '[2.0]', ATTRIBUTES = ['x'], MEASUREMENTNOISE = '[4.0]'}, in)
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)