oRTP  1.0.2
Data Fields
_OrtpKalmanRLS Struct Reference

#include <utils.h>

Data Fields

double m
 
double b
 
double P [2][2]
 
double lambda
 

Detailed Description

Utility object to interpolate linear model based on captures with 0-mean noise. Based on the model (x, y) where y evolves depending on x with relation y = m*x+b, it will estimate unknown values b, m using given noisy measures xmes and ymes, eg real system is evolving with: y = m * x + b + noise. Note: If noise is NOT white, the residue will be absorbed by one of the estimators. It is an implementation of recursive least square algorithm, based on Kalman filter.

Field Documentation

◆ lambda

double _OrtpKalmanRLS::lambda

Forgetting factor in [94, .999]. Used when unknown parameters vary in time.


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