kalman_filter 1.0.0 → 1.0.1
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- checksums.yaml +4 -4
- data/lib/kalman_filter.rb +34 -0
- metadata +3 -3
checksums.yaml
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---
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metadata.gz:
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metadata.gz: 6c4b3976d3b07286969b8350f3029a4300f77a77
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data.tar.gz: 617798d1c294226485061d108d17dd93c8645d67
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metadata.gz: e96ddfd3266cee546820f139a36c1cb859520ea94ffad17df994ecce5fa2d7f35ff4cf658a0a76c995b3b17b4cd9f501a88ca44dcdec247e7e39006e0ca2f475
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data.tar.gz: bb3a7ff982382c2d90bb7c6e863529f7467466acb2a05c769df0d524666431b0f160932d6eb3f6ed6b6d192e8e50c7e9672b095162d51aa0707242fbf7f57ee6
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data/lib/kalman_filter.rb
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# A Ruby implimentation of a Kalman Filter, linear quadratic estimator.
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# Noisy sensor data, approximations in the equations that
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# describe the system evolution, and external factors that are not accounted
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# for all place limits on how well it is possible to determine the system's
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# state. The Kalman filter deals effectively with the uncertainty due to
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# noisy sensor data and to some extent also with random external factors.
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# The Kalman filter produces an estimate of the state of the system as an
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# average of the system's predicted state and of the new measurement using a
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# weighted average. The purpose of the weights is that values with better
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# (i.e., smaller) estimated uncertainty are "trusted" more. The weights
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# are calculated from the covariance, a measure of the estimated uncertainty
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# of the prediction of the system's state. The result of the weighted
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# average is a new state estimate that lies between the predicted and
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# measured state, and has a better estimated uncertainty than either alone.
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# This process is repeated at every time step, with the new estimate and its
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# covariance informing the prediction used in the following iteration. This
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# means that the Kalman filter works recursively and requires only the last
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# "best guess", rather than the entire history, of a system's state to
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# calculate a new state.
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#
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# Author:: Joseph J. Viscomi (mailto:jjviscomi@gmail.com)
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# License:: MIT
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class KalmanFilter
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attr_writer :process_noise, :measurement_noise, :state_vector,
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:control_vector, :measurement_vector
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# Returns the current value of the KalmanFilter.
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attr_reader :value
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# Returns the last value supplied to the KalmanFilter.
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attr_accessor :measurement
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# Creates a new KalmanFilter
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# Params:
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# +options+:: +Object+
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def initialize(options={})
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@covariance = nil
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@value = nil
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@measurement_noise = (options[:measurement_noise] || 1.0)
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@state_vector = (options[:state_vector] || 1.0)
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@control_vector = (options[:control_vector] || 0.0)
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@measurement_vector = (options[:measurement_vector] || 1.0)
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end
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# Updates the KalmanFilter with a new measurement.
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# Params:
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# +new_measurement+:: +Float+ the measurement to update the filter with
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# +control+:: +Number+ optional control variable that corresponds to control_vector
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# Returns: the updated value of the KalmanFilter
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def measurement=(new_measurement, control = 0.0)
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@measurement = new_measurement
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metadata
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--- !ruby/object:Gem::Specification
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name: kalman_filter
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version: !ruby/object:Gem::Version
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version: 1.0.
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version: 1.0.1
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platform: ruby
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authors:
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- Joseph Viscomi
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2016-11-
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date: 2016-11-07 00:00:00.000000000 Z
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dependencies: []
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description: |-
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Noisy sensor data, approximations in the equations that
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requirements:
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- !ruby/object:Gem::Version
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version:
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version: 1.9.3
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required_rubygems_version: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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