screamer.js
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    Function KalmanFilter

    • Scalar 1-D Kalman filter for a noisy random-walk model.

      Parameters

      • processVar: number = 0.01

        Variance of the random-walk innovation (larger = more responsive).

      • observationVar: number = 1.0

        Variance of the measurement noise.

      • initialState: number = 0.0

        Initial state estimate.

      • initialVariance: number = 1.0

        Initial state variance. Set to a large value to forget the initial state quickly.

      Returns ScreamerOp

      https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.

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