The KalmanFilter type exposes the following members.

Methods

NameDescription
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.
Finalize
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.)
GetCovB
Returns the mean squared error matrix for b divided by sigma squared.
GetCovV
Returns the variance-covariance matrix of v dividied by sigma squared.
GetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
GetPredictionError
Returns the one-step-ahead prediction error.
GetStateVector
Returns the estimated state vector at time k + 1 given the observations through time k.
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.
ResetTransitionMatrix
Removes the transition matrix.
ResetUpdate
Do not perform computation of the update equations.
SetQ
Sets the Q matrix.
SetTransitionMatrix
Sets the transition matrix.
ToString
Returns a String that represents the current Object.
(Inherited from Object.)
Update
Performs computation of the update equations.

See Also