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KalmanFilter Methods

The KalmanFilter type exposes the following members.

Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodFilter
Performs Kalman filtering and evaluates the likelihood function for the state-space model.
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetCovB
Returns the mean squared error matrix for b divided by sigma squared.
Public methodGetCovV
Returns the variance-covariance matrix of v dividied by sigma squared.
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetPredictionError
Returns the one-step-ahead prediction error.
Public methodGetStateVector
Returns the estimated state vector at time k + 1 given the observations through time k.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodResetQ
Removes the Q matrix.
Public methodResetTransitionMatrix
Removes the transition matrix.
Public methodResetUpdate
Do not perform computation of the update equations.
Public methodSetQ
Sets the Q matrix.
Public methodSetTransitionMatrix
Sets the transition matrix.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Public methodUpdate
Performs computation of the update equations.
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