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java.lang.Object Facemorph.Kalman
public class Kalman
Kalman filter implementation
Constructor Summary | |
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Kalman(BigMat A,
BigMat P,
BigMat Q,
BigMat R,
BigMat H,
double[] x)
Creates a new instance of Kalman |
Method Summary | |
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static void |
main(java.lang.String[] args)
Main method used for testing |
double[] |
predict()
Method to predict the expected value at the next time point |
double[] |
update(double[] z)
Update the estimate and model in light of the new observation z |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public Kalman(BigMat A, BigMat P, BigMat Q, BigMat R, BigMat H, double[] x)
A
- the dynamic matrix that multiplies the previous time stateH
- the state-to-measurement matrixQ
- process noise covariance matrixR
- measurement noise covarianceP
- the error estimate covariance matrixx
- the initial measurementMethod Detail |
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public double[] predict() throws BigMatException
BigMatException
public double[] update(double[] z) throws BigMatException
z
- the next measurement
BigMatException
public static void main(java.lang.String[] args) throws BigMatException
args
-
BigMatException
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