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/KalmanandBayesianFiltersinPython
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 gh filter of aspecified order 0, 1, or 2.
Strictly speaking, the gh filter is order 1, and the 2nd order filter is called the ghk 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 gh 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
