kalman-filter/lib/setup/set-dimensions.js

Kalman filter (and Extended Kalman Filter) Multi-dimensional implementation in Javascript

/**
*Verifies that dimensions are matching and set dynamic.dimension and observation.dimension
* with respect of stateProjection and transition dimensions
*@param {ObservationConfig} observation
*@param {DynamicConfig} dynamic
*@returns {ObservationConfig, DynamicConfig}
*/

module.exports = function ({observation, dynamic}) {
	const {stateProjection} = observation;
	const {transition} = dynamic;
	const dynamicDimension = dynamic.dimension;
	const observationDimension = observation.dimension;

	if (dynamicDimension && observationDimension && Array.isArray(stateProjection) && (dynamicDimension !== stateProjection[0].length || observationDimension !== stateProjection.length)) {
		throw (new TypeError('stateProjection dimensions not matching with observation and dynamic dimensions'));
	}

	if (dynamicDimension && Array.isArray(transition) && dynamicDimension !== transition.length) {
		throw (new TypeError('transition dimension not matching with dynamic dimension'));
	}

	if (Array.isArray(stateProjection)) {
		return {
			observation: Object.assign({}, observation, {
				dimension: stateProjection.length,
			}),
			dynamic: Object.assign({}, dynamic, {
				dimension: stateProjection[0].length,
			}),
		};
	}

	if (Array.isArray(transition)) {
		return {
			observation,
			dynamic: Object.assign({}, dynamic, {
				dimension: transition.length,
			}),
		};
	}

	return {observation, dynamic};
};