Defines the measurement model for the use with a
Defines the process dynamics model for the use with a
Implementation of a Kalman filter to estimate the state xk of a discrete-time controlled process that is governed by the linear stochastic difference equation: xk = Axk-1 + Buk-1 + wk-1 with a measurement xk that is zk = Hxk + vk.
Copyright © 2003–2014 The Apache Software Foundation. All rights reserved.