@bencevans/kalman-filter

Kalman Filter

Usage no npm install needed!

<script type="module">
  import bencevansKalmanFilter from 'https://cdn.skypack.dev/@bencevans/kalman-filter';
</script>

README

@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
0

Example (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

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