Facemorph
Class Kalman

java.lang.Object
  Facemorph.Kalman

public class Kalman
extends java.lang.Object

Kalman filter implementation

Constructor Summary

Kalman(BigMat A, BigMat P, BigMat Q, BigMat R, BigMat H, double[] x)
Creates a new instance of Kalman

Method Summary

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

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Kalman

public Kalman(BigMat A,
              BigMat P,
              BigMat Q,
              BigMat R,
              BigMat H,
              double[] x)

Creates a new instance of Kalman

Parameters:

A - the dynamic matrix that multiplies the previous time state

H - the state-to-measurement matrix

Q - process noise covariance matrix

R - measurement noise covariance

P - the error estimate covariance matrix

x - the initial measurement

Method Detail

predict

public double[] predict()
                 throws BigMatException

Method to predict the expected value at the next time point

Returns:

returns the predicted value

Throws:

BigMatException

update

public double[] update(double[] z)
                throws BigMatException

Update the estimate and model in light of the new observation z

Parameters:

z - the next measurement

Returns:

returns the updated current estimate

Throws:

BigMatException

main

public static void main(java.lang.String[] args)
                 throws BigMatException

Main method used for testing

Parameters:

args -

Throws:

BigMatException