Struct Kalman 

pub struct Kalman { /* private fields */ }

Estimates a steady value from noisy readings with a one-dimensional Kalman filter.

Where Smoother blends with a fixed weight, a Kalman filter sets the blend from how much it trusts its estimate versus each reading, so it settles quickly and then holds steady. It tracks an estimate and its uncertainty: each step it grows the uncertainty by the process noise (how much the true value may drift between readings), then pulls the estimate toward the new reading by a gain derived from that uncertainty and the measurement noise (how noisy the sensor is). It suits a slowly changing quantity read by a noisy sensor: a battery voltage, a tank level, a temperature.

Examples

use pamoja_kit::Kalman;

// Low process noise, higher measurement noise: trust history, smooth hard.
let mut level = Kalman::new(0.01, 1.0, 0.0);
let mut value = 0.0;
for reading in [10.0, 9.0, 11.0, 10.0, 10.0] {
    value = level.update(reading);
}
assert!((value - 10.0).abs() < 1.0); // settles near the true 10

Implementations

impl Kalman

pub fn new(process_noise: f32, measurement_noise: f32, initial: f32) -> Self

Creates a filter.

Arguments

• process_noise - how much the true value may change between readings; larger tracks faster, smaller smooths harder. Its magnitude is used, and one that is not a finite number is taken as zero.
• measurement_noise - how noisy each reading is; larger trusts readings less. Its magnitude is used, and one that is not a finite number is taken as zero, which trusts every reading.
• initial - the starting estimate, used until the first reading replaces it.

Returns

A filter awaiting its first reading.

pub fn update(&mut self, reading: f32) -> f32

Folds in a reading and returns the updated estimate.

The first reading seeds the estimate and is returned unchanged. A reading that is not a finite number, such as the NaN a failed sensor reports, is ignored and the estimate returned as it stood.

Arguments

• reading - the latest measurement.

Returns

The filtered estimate after this reading.

pub fn estimate(&self) -> f32

Returns the current estimate.

Trait Implementations

impl Clone for Kalman

fn clone(&self) -> Kalman

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for Kalman

impl Debug for Kalman

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.