[PD] Simple Kalman filter

[Joel Matthys]

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 <jwmatthys at gmail.com 
> <mailto: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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