This operator uses a kalman filter to produce a statistically optimal estimate the distribution of one or more attribute valuesof the underlying system state.
Parameter
- 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)
...