Gets or sets a memory address allocated by AllocMemory.

Gets or sets the byte length of the allocated memory

Control matrix (B) (it is not used if there is no control

Number of control vector dimensions

Native pointer of OpenCV structure

Number of state vector dimensions

transition_matrix->data.fl

Posteriori error estimate covariance matrix (P(k)): P(k)=(I-K(k)*H)*P'(k)

Priori error estimate covariance matrix (P'(k)): P'(k)=A*P(k-1)*At + Q)

Kalman gain matrix (K(k)): K(k)=P'(k)*Ht*inv(H*P'(k)*Ht+R)

Gets a value indicating whether this instance has been disposed.

Gets or sets a value indicating whether you permit disposing this instance.

gain->data.fl

measurement_matrix->data.fl

Measurement matrix (H)

Measurement noise covariance matrix (R)

measurement_noise_cov->data.fl

Number of measurement vector dimensions

process_noise_cov->data.fl

error_cov_post->data.fl

state_pre->data.fl

error_cov_pre->data.fl

state_post->data.fl

Process noise covariance matrix (Q)

Corrected state (x(k)): x(k)=x'(k)+K(k)*(z(k)-H*x'(k))

Predicted state (x'(k)): x(k)=A*x(k-1)+B*u(k)

Temporary matrix 1

temp1->data.fl

Temporary matrix 2

temp2->data.fl

Temporary matrix 3

Temporary matrix 4

Temporary matrix 5

State transition matrix (A)