TrivialKalmanFilter< D > Class Template Reference

#include <TrivialKalmanFilter.h>

Public Member Functions
	TrivialKalmanFilter (const D Rk, const D Qk)
D	update (const D zk)
D	get () const
void	reset (const D xk=0, const D Pk=1)

Detailed Description

template<typename D = float>
class TrivialKalmanFilter< D >

Unidimensional Kalman filter

Useful for reducing input signal noise (e.g. from the temperature sensor).

Memory efficient, consumes only 4 x sizeof(float)) [bytes] of RAM memory. On (Arduino Nano 16MHz) execution of update() method takes about 100[us].

Template Parameters

D	type to be used for arithmetic operations (e.g. float or double).

Definition at line 50 of file TrivialKalmanFilter.h.

Constructor & Destructor Documentation

TrivialKalmanFilter()

template<typename D = float>

TrivialKalmanFilter< D >::TrivialKalmanFilter ( const D  Rk, const D  Qk  )

inline

Instantiates Kalman filter

Parameters

Rk	Estimation of the noise covariances (process)
Qk	Estimation of the noise covariances (observation)

See also

covariance.m - Covariance calculator for Rk parameter

https://en.wikipedia.org/wiki/Kalman_filter#Estimation_of_the_noise_covariances_Qk_and_Rk

Usage:

TrivialKalmanFilter tkf<float>(4.7e-3, 1e-5);

while (true) {
    const auto filteredValue = tkf.update(getRawValueFromSensor());
    // further processing of filteredValue
}

Definition at line 72 of file TrivialKalmanFilter.h.

Member Function Documentation

get()

template<typename D = float>

D TrivialKalmanFilter< D >::get ( ) const

inline

Returns last estimated value

Returns

last estimated value

Definition at line 111 of file TrivialKalmanFilter.h.

reset()

template<typename D = float>

void TrivialKalmanFilter< D >::reset ( const D  xk = 0, const D  Pk = 1  )

inline

Resets filter to its initial state

Definition at line 118 of file TrivialKalmanFilter.h.

update()

template<typename D = float>

D TrivialKalmanFilter< D >::update ( const D  zk )

inline

Updates Kalman filter

Parameters

zk	measured value

Returns

estimated value

See also

https://en.wikipedia.org/wiki/Kalman_filter#Predict

Definition at line 87 of file TrivialKalmanFilter.h.

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The documentation for this class was generated from the following file:

• src/TrivialKalmanFilter.h