@bencevans/kalman-filter
Typescript / JavaScript Implementation of Kalman Filter
Install
npm install --save @bencevans/kalman-filter
Example (Single Measurement)
> import KalmanFilter from '@bencevans/kalman-filter';
> const filter = new KalmanFilter({
initialEstimate: 0,
initialErrorInEstimate: 1
})
> const [estimate, errorInEstimate] = filter.update({
measurement: 20,
errorInMeasurement: 0
});
> estimate
20
> errorInEstimate
0Example (Multiple Measurements)
Measurements with multiple numeric values e.g. coordinates.
> import { KalmanFilterArray } from '@bencevans/kalman-filter';
> const filter = new KalmanFilterArray({
initialEstimate: [0, 1],
initialErrorInEstimate: 1
})
> const [estimate, errorInEstimate] = filter.update({
measurement: [1, 1],
errorInMeasurement: 0.4
});
> estimate
[ 0.7142857142857143, 1 ]
> errorInEstimate
0.2857142857142857