[PD] Simple Kalman filter

Charles Z Henry czhenry at gmail.com
Thu Feb 28 23:05:09 CET 2013

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

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.


On Thu, Feb 28, 2013 at 12:47 PM, Joel Matthys <jwmatthys at gmail.com> 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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