KalmanFilter Properties

Gets or sets a memory address allocated by AllocMemory.

Gets or sets the byte length of the allocated memory

control matrix (B) (not used if there is no control)

Native pointer of OpenCV structure

posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k)

priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)*/

Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)

Gets a value indicating whether this instance has been disposed.

Gets or sets a value indicating whether you permit disposing this instance.

measurement matrix (H)

measurement noise covariance matrix (R)

process noise covariance matrix (Q)

corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))

predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)

state transition matrix (A)