case class KfState(time: Double, mt: DenseVector[Double], ct: DenseMatrix[Double], at: DenseVector[Double], rt: DenseMatrix[Double], ft: Option[DenseVector[Double]], qt: Option[DenseMatrix[Double]]) extends Product with Serializable
State for the Kalman Filter
- time
the current timestep
- mt
the posterior mean of the latent state
- ct
the posterior covariance of the latent state
- at
the prior mean of the latent state
- rt
the prior covariance of the latent state
- qt
the one step predicted observation covariance, not present at the first timestep
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Instance Constructors
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new
KfState(time: Double, mt: DenseVector[Double], ct: DenseMatrix[Double], at: DenseVector[Double], rt: DenseMatrix[Double], ft: Option[DenseVector[Double]], qt: Option[DenseMatrix[Double]])
- time
the current timestep
- mt
the posterior mean of the latent state
- ct
the posterior covariance of the latent state
- at
the prior mean of the latent state
- rt
the prior covariance of the latent state
- qt
the one step predicted observation covariance, not present at the first timestep
Value Members
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final
def
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- val at: DenseVector[Double]
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def
clone(): AnyRef
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- val ct: DenseMatrix[Double]
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- val ft: Option[DenseVector[Double]]
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- val mt: DenseVector[Double]
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- val qt: Option[DenseMatrix[Double]]
- val rt: DenseMatrix[Double]
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def
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- val time: Double
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