kalman

package

v0.0.0-...-e228636 Latest Latest Go to latest Published: Jul 11, 2019 License: GPL-3.0 Imports: 4 Imported by: 0

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Package kalman provides implementations of the Kalman filtering algorithm.

This section is empty.

This section is empty.

func NewKalman(data *mults.MulTS) filters.Filter

NewKalman initializes the Kalman filter and returns the address of an object of Kalman struct

type Kalman struct {
	// contains filtered or unexported fields
}

Kalman defines the structure of the Kalman filter

func (obj *Kalman) Filtering() error

Filtering does the Kalman filtering

func (obj *Kalman) Init() error

Init does the initialization basically it checks the parameters of the model

func (obj *Kalman) SetData(data *mults.MulTS)

SetData sets the observations

func (obj *Kalman) SetFrame(from, to int) error

SetFrame sets the from and to of the time series

func (obj *Kalman) SetPar(name string, par []float64, dim0, dim1 int) error

SetPar sets the parameter matrices

func (obj *Kalman) Smoothing() error

Smoothing does the disturbance smoothing