rcognita.observers.KalmanFilter

class rcognita.observers.KalmanFilter(t0, my_sys, sys_noise_cov, observ_noise_cov, prior_est_cov, state_init)

__init__(t0, my_sys, sys_noise_cov, observ_noise_cov, prior_est_cov, state_init)

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(t0, my_sys, sys_noise_cov, …)	Initialize self.
compute_estimate(t, observation, action)
correct_state(observation)
predict_state(action, dt)