38 lines
978 B
Cython
38 lines
978 B
Cython
# distutils: language = c++
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# cython: language_level=3
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cdef class KF1D:
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def __init__(self, x0, A, C, K):
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self.x0_0 = x0[0][0]
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self.x1_0 = x0[1][0]
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self.A0_0 = A[0][0]
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self.A0_1 = A[0][1]
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self.A1_0 = A[1][0]
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self.A1_1 = A[1][1]
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self.C0_0 = C[0]
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self.C0_1 = C[1]
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self.K0_0 = K[0][0]
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self.K1_0 = K[1][0]
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self.A_K_0 = self.A0_0 - self.K0_0 * self.C0_0
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self.A_K_1 = self.A0_1 - self.K0_0 * self.C0_1
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self.A_K_2 = self.A1_0 - self.K1_0 * self.C0_0
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self.A_K_3 = self.A1_1 - self.K1_0 * self.C0_1
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def update(self, meas):
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cdef double x0_0 = self.A_K_0 * self.x0_0 + self.A_K_1 * self.x1_0 + self.K0_0 * meas
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cdef double x1_0 = self.A_K_2 * self.x0_0 + self.A_K_3 * self.x1_0 + self.K1_0 * meas
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self.x0_0 = x0_0
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self.x1_0 = x1_0
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return [self.x0_0, self.x1_0]
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@property
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def x(self):
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return [[self.x0_0], [self.x1_0]]
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@x.setter
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def x(self, x):
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self.x0_0 = x[0][0]
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self.x1_0 = x[1][0]
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