Function linearkalman::filter_step
[−]
[src]
pub fn filter_step(kalman_filter: &KalmanFilter,
init: KalmanState,
measure: &Vector<f64>)
-> (KalmanState, KalmanState)
Returns a tuple containing posterior and prior estimates (in that order) of
the state variable and its covariance. This function might be useful for
cases where data is incoming and being updated in real-time so that Kalman
filtering is run incrementally. It is the working horse of the filter method
for KalmanFilter struct.