KalmanFilter

KalmanFilter

public KalmanFilter()

kalmanFilter = KalmanFilter()

Initializes a new instance of the KalmanFilter class.

MeasurementNoise

public decimal MeasurementNoise { get; set; }

value = kalmanFilter.MeasurementNoise
kalmanFilter.MeasurementNoise = value

Measurement noise coefficient (R).

ProcessNoise

public decimal ProcessNoise { get; set; }

value = kalmanFilter.ProcessNoise
kalmanFilter.ProcessNoise = value

Process noise coefficient (Q).

Load

public override void Load(SettingsStorage storage)

kalmanFilter.Load(storage)

Load settings.

storage

Settings storage.

OnProcessDecimal

protected override decimal? OnProcessDecimal(IIndicatorValue input)

result = kalmanFilter.OnProcessDecimal(input)

To handle the input value.

input

The input value.

Returns: The new value of the indicator.

Reset

public override void Reset()

kalmanFilter.Reset()

To reset the indicator status to initial. The method is called each time when initial settings are changed (for example, the length of period).

Save

public override void Save(SettingsStorage storage)

kalmanFilter.Save(storage)

Save settings.

storage

Settings storage.

ToString

public override string ToString()

result = kalmanFilter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.