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).

LoadAsync

public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = kalmanFilter.LoadAsync(storage, cancellationToken)

Load settings.

storage

Settings storage.

cancellationToken

CancellationToken

Returns: Task

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).

SaveAsync

public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = kalmanFilter.SaveAsync(storage, cancellationToken)

Save settings.

storage

Settings storage.

cancellationToken

CancellationToken

Returns: Task

ToString

public override string ToString()

result = kalmanFilter.ToString()

Returns a string representation of the tuple, with values separated by commas.

Returns: A string representing the tuple's values.