Class NsUKF

Namespace

NominalSystems.Maths

Assembly

NominalSystems.Maths.dll

This is the Unscented Kalman Filter (UKF) module that is able to approximate data over a series of time.

public class NsUKF

Inheritance

object

NsUKF

Constructors

NsUKF(int)

Constructor of Unscented Kalman Filter

public NsUKF(int NumStates = 0)

Parameters

NumStates int

States number

Fields

MeasurementStd

Std of measurement

public double MeasurementStd

Field Value

double

ProcessStd

Std of process

public double ProcessStd

Field Value

double

alpha

The alpha coefficient, characterize sigma-points dispersion around mean

public double alpha

Field Value

double

beta

The beta coefficient, characterize type of distribution (2 for normal one)

public double beta

Field Value

double

c

Scale factor

public double c

Field Value

double

ki

The ki.

public double ki

Field Value

double

lambda

Scale factor

public double lambda

Field Value

double

Methods

GetCovariance()

Return covariance matrix

public Matrix GetCovariance()

Returns

Matrix

GetState()

Return state vector

public Matrix GetState()

Returns

Matrix

InitialiseFilter()

Initialize the Unscented Kalman Filter

public void InitialiseFilter()

UpdateFilter(double[])

Updates the Kalman Filter

public void UpdateFilter(double[] measurements)

Parameters

measurements double[]

array of measurements