I've updated my 1D linear Kalman filter to include an analysis method to improve the initial noise model, along with a proper help file.

https://github.com/jwmatthys/kalman-pd

Joel

On 02/28/2013 05:05 PM, Charles Z Henry wrote:
Hey Joel

I was very interested to see your implementation. It's drastically simpler than I thought it would be. Well, you did mention it was simple :) However, I thought the math was pretty expensive to do and complex to program.

I like the approach generally--you have parameters for the assumed noise model and methods to set them (better than trying to build a monolith that does both the measurement and filtering). Do you have another patch or abstraction to analyze the sensor data and calculate those parameters? If so, you should add it to git.

Chuck




On Thu, Feb 28, 2013 at 12:47 PM, Joel Matthys <[email protected] <mailto:[email protected]>> wrote:

    I just completed a very simple 1D Kalman filter Pd external. I
    haven't really done any documentation on it, but it seems pretty
    robust for cleaning up 1D sensor inputs.

    The source is here:

    https://github.com/jwmatthys/kalman-pd

    Joel

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