Package pyvision :: Package surveillance :: Module kalman :: Class KalmanFilter

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Class KalmanFilter

Instance Methods

__init__(self, x_0, P_0, F, Q, H, R, B=None)
Based on wikipedia.

source code

predict(self, u=None)

source code

update(self, z=None, u=None)

source code

state(self)
Return the current estimate of state.

source code

setState(self, x_k)

source code

__str__(self)

source code

Method Details

init(self, x_0, P_0, F, Q, H, R, B=None)
(Constructor)

Based on wikipedia.

Warning: Controls have not been tested.

Parameters:

x_0 - initial state
P_0 - initial state covariance estimate
F - the state transistion model
B - control input model
Q - process noise covariance
z_k - measurement
H - observation model - transform state to observation
R - measurement noise covariance not needed
w - process noise
v_k - measurement noise

update(self, z=None, u=None)

Parameters:

z - measurement
u - control