Trivial Kalman Filter
Unidimensional trivial Kalman filter (header only, Arduino compatible) library
covariance.m
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#!/usr/bin/octave-cli -qf
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#
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# Covariance calculator.
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#
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# Copyright (c) 2018 Damian Wrobel <dwrobel@ertelnet.rybnik.pl>
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#
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# THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY EXPRESSED
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# OR IMPLIED. ANY USE IS AT YOUR OWN RISK.
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#
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# Permission is hereby granted to use or copy this program
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# for any purpose, provided the above notices are retained on all copies.
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# Permission to modify the code and to distribute modified code is granted,
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# provided the above notices are retained, and a notice that the code was
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# modified is included with the above copyright notice.
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#
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#
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# Usage: ./covariance.m <input-file> <0-indexed-column-number>
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#
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# Example:
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# $ ./covariance.m DS18B20Test.csv 0
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# 0.00468921411002
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#
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infile = argv(){1};
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column = str2num(argv(){2});
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printf(
"%.12g\n"
, cov(dlmread(infile,
" "
, [0, column, inf, column])));
examples
DS18B20Test
covariance.m
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