Learn R Programming

sits (version 1.12.0)

.sits_kalman_filter: Compute the Kalman filter

Description

Compute the Kalman filter

Usage

.sits_kalman_filter(measurement, error_in_measurement = NULL,
  initial_estimate = NULL, initial_error_in_estimate = NULL)

Arguments

measurement

A vector of measurements.

error_in_measurement

A vector of errors in the measuments.

initial_estimate

A first estimation of the measurement.

initial_error_in_estimate

A first error in the estimation.

Value

A matrix of 3 columns estimate, error_in_estimate, and kalman_gain.