GHFilterOrder

Copyright 2015 Roger R Labbe Jr.

FilterPy library. http://github.com/rlabbe/filterpy

Documentation at: https://filterpy.readthedocs.org

Supporting book at: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

This is licensed under an MIT license. See the readme.MD file for more information.

class filterpy.gh.GHFilterOrder(x0, dt, order, g, h=None, k=None)[source]

A g-h filter of aspecified order 0, 1, or 2.

Strictly speaking, the g-h filter is order 1, and the 2nd order filter is called the g-h-k filter. I’m not aware of any filter name that encompasses orders 0, 1, and 2 under one name, or I would use it.



Methods

__init__(x0, dt, order, g, h=None, k=None)[source]

Creates a g-h filter of order 0, 1, or 2.

Parameters:

x0 : 1D np.array or scalar

Initial value for the filter state. Each value can be a scalar or a np.array.

You can use a scalar for x0. If order > 0, then 0.0 is assumed for the higher order terms.

x[0] is the value being tracked x[1] is the first derivative (for order 1 and 2 filters) x[2] is the second derivative (for order 2 filters)

dt : scalar

timestep

order : int

order of the filter. Defines the order of the system 0 - assumes system of form x = a_0 + a_1*t 1 - assumes system of form x = a_0 +a_1*t + a_2*t^2 2 - assumes system of form x = a_0 +a_1*t + a_2*t^2 + a_3*t^3

g : float

filter g gain parameter.

h : float, optional

filter h gain parameter, order 1 and 2 only

k : float, optional

filter k gain parameter, order 2 only

update(z, g=None, h=None, k=None)[source]

update the filter with measurement z. z must be the same type or treatable as the same type as self.x[0].