KalmanFilter Methods |
The KalmanFilter type exposes the following members.
Name | Description | |
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Filter |
Performs Kalman filtering and evaluates the likelihood function for
the state-space model.
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Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetCovB |
Returns the mean squared error matrix for b divided by sigma
squared.
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GetCovV |
Returns the variance-covariance matrix of v dividied by sigma
squared.
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GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetPredictionError |
Returns the one-step-ahead prediction error.
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GetStateVector |
Returns the estimated state vector at time k + 1 given the
observations through time k.
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GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ResetQ |
Removes the Q matrix.
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ResetTransitionMatrix |
Removes the transition matrix.
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ResetUpdate |
Do not perform computation of the update equations.
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SetQ |
Sets the Q matrix.
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SetTransitionMatrix |
Sets the transition matrix.
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ToString | Returns a string that represents the current object. (Inherited from Object.) | |
Update |
Performs computation of the update equations.
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