The KalmanFilter type exposes the following members.
Methods
Name | Description | |
---|---|---|
Equals | (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 | (Inherited from Object.) | |
Update |
Performs computation of the update equations.
|