53 #include "small_matrix.h"
54 #include "linear_algebra.h"
matrix_2x2_t covariance
Covariance matrix.
Definition: kalman.h:67
Definition: small_matrix.h:227
matrix_2x2_t observation_model
Observation matrix.
Definition: kalman.h:64
Definition: small_matrix.h:222
matrix_2x2_t noise_prediction
Model noise matrix.
Definition: kalman.h:65
matrix_2x2_t control_model
Control matrix.
Definition: kalman.h:63
matrix_2x2_t system_model
Model matrix.
Definition: kalman.h:62
matrix_2x2_t noise_measurement
Measurement noise matrix.
Definition: kalman.h:66
Kalman filter.
Definition: kalman.h:60
vector_2_t state
State vector.
Definition: kalman.h:68