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Attributes: The attributes to perform the filter on
Transition: The transition matrix 'A'
ProcessNoise: The process noise matrix 'Q'
Measurement: The measurement matrix 'H'
MeasurementNoise: The measurement noise matrix 'R'
InitialState: The initial state vector 'x' (optional)
InitialError: The initial error matrix 'P' (optional)
Control: The control matrix 'B' (optional)

Example

Code Block

language	pql
linenumbers	true

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

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