openpilot0/common/kalman/simple_kalman_old.py

24 lines
641 B
Python

import numpy as np
class KF1D:
# this EKF assumes constant covariance matrix, so calculations are much simpler
# the Kalman gain also needs to be precomputed using the control module
def __init__(self, x0, A, C, K):
self.x = x0
self.A = A
self.C = np.atleast_2d(C)
self.K = K
self.A_K = self.A - np.dot(self.K, self.C)
# K matrix needs to be pre-computed as follow:
# import control
# (x, l, K) = control.dare(np.transpose(self.A), np.transpose(self.C), Q, R)
# self.K = np.transpose(K)
def update(self, meas):
self.x = np.dot(self.A_K, self.x) + np.dot(self.K, meas)
return self.x