IMSL .NET Numerical Libraries
IMSL .NET Numerical Libraries
Imsl.Stat
KalmanFilter Class
KalmanFilter Methods
Filter Method
GetCovB Method
GetCovV Method
GetPredictionError Method
GetStateVector Method
ResetQ Method
ResetTransitionMatrix Method
ResetUpdate Method
SetQ Method
SetTransitionMatrix Method
Update Method
KalmanFilter
Filter Method
Performs Kalman filtering and evaluates the likelihood function for the state-space model.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
C#
VB
C++
F#
Copy
public
void
Filter
()
Public
Sub
Filter
public
:
void
Filter
()
member
Filter
:
unit
->
unit
See Also
Reference
KalmanFilter Class
Imsl.Stat Namespace
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