@bencevans/kalman-filter/dist/index.js

Kalman Filter

"use strict";
exports.__esModule = true;
var KalmanFilter = /** @class */ (function () {
    function KalmanFilter(_a) {
        var initialEstimate = _a.initialEstimate, initialErrorInEstimate = _a.initialErrorInEstimate;
        this.previousEstimate = initialEstimate;
        this.previousErrorInEstimate = initialErrorInEstimate;
    }
    KalmanFilter.prototype.update = function (_a) {
        var measurement = _a.measurement, errorInMeasurement = _a.errorInMeasurement;
        var kalmanGain = this.previousErrorInEstimate /
            (this.previousErrorInEstimate + errorInMeasurement);
        var currentEstimate = this.previousEstimate +
            kalmanGain * (measurement - this.previousEstimate);
        var currentErrorInEstimate = (1 - kalmanGain) * this.previousErrorInEstimate;
        this.previousEstimate = currentEstimate;
        this.previousErrorInEstimate = currentErrorInEstimate;
        return [currentEstimate, currentErrorInEstimate];
    };
    return KalmanFilter;
}());
exports["default"] = KalmanFilter;
var KalmanFilterArray = /** @class */ (function () {
    function KalmanFilterArray(_a) {
        var initialEstimate = _a.initialEstimate, initialErrorInEstimate = _a.initialErrorInEstimate;
        this.filters = initialEstimate.map(function (initialEstimate) {
            return new KalmanFilter({
                initialEstimate: initialEstimate,
                initialErrorInEstimate: initialErrorInEstimate
            });
        });
    }
    KalmanFilterArray.prototype.update = function (_a) {
        var measurement = _a.measurement, errorInMeasurement = _a.errorInMeasurement;
        var errorInEstimate;
        var estimates = this.filters.map(function (filter, index) {
            var _a = filter.update({
                measurement: measurement[index],
                errorInMeasurement: errorInMeasurement
            }), estimate = _a[0], _errorInEstimate = _a[1];
            errorInEstimate = _errorInEstimate;
            return estimate;
        });
        return [estimates, errorInEstimate];
    };
    return KalmanFilterArray;
}());
exports.KalmanFilterArray = KalmanFilterArray;
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