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======================================================================== CONSOLE APPLICATION : kalmanfilter Project Overview ======================================================================== A simple implementation of Kalman Filter using Armadillo C++. Armadillo, is a useful library, that brings matlab to c++ The Kalman class is can be any dimension. kalmanfilter.vcxproj This is the main project file for VC++ projects generated using an Application Wizard. It contains information about the version of Visual C++ that generated the file, and information about the platforms, configurations, and project features selected with the Application Wizard. kalmanfilter.vcxproj.filters This is the filters file for VC++ projects generated using an Application Wizard. It contains information about the association between the files in your project and the filters. This association is used in the IDE to show grouping of files with similar extensions under a specific node (for e.g. ".cpp" files are associated with the "Source Files" filter). kalmanfilter.cpp This is the main application source file. ///////////////////////////////////////////////////////////////////////////// Other standard files: StdAfx.h, StdAfx.cpp These files are used to build a precompiled header (PCH) file named kalmanfilter.pch and a precompiled types file named StdAfx.obj. ///////////////////////////////////////////////////////////////////////////// Other notes: example of projectile: Kalman K(2); mat s(1000, 2); s.randn(); mat Z = mat(1000, 2).zeros() + .1*s; for (int i = 0; i < 1000; i++) { Z(i, 1) += sin(i*M_PI / 2000.0); Z(i, 0) += i / 1000.0; } std::cout << Z << std::endl; mat Y = K.estimate(Z); std::cout << Y << std::endl; /////////////////////////////////////////////////////////////////////////////
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