1 files changed, 48 insertions, 0 deletions
diff --git a/src/SimpleKalmanFilter.cpp b/src/SimpleKalmanFilter.cpp
new file mode 100644
index 0000000..88ba5d4
--- /dev/null
+++ b/src/SimpleKalmanFilter.cpp
@@ -0,0 +1,48 @@
+/*
+ * SimpleKalmanFilter - a Kalman Filter implementation for single variable models.
+ * Created by Denys Sene, January, 1, 2017.
+ * Released under MIT License - see LICENSE file for details.
+ */
+
+#include "SimpleKalmanFilter.h"
+#include <math.h>
+
+SimpleKalmanFilter::SimpleKalmanFilter(float mea_e, float est_e, float q)
+{
+  _err_measure=mea_e;
+  _err_estimate=est_e;
+  _q = q;
+}
+
+float SimpleKalmanFilter::updateEstimate(float mea)
+{
+  _kalman_gain = _err_estimate/(_err_estimate + _err_measure);
+  _current_estimate = _last_estimate + _kalman_gain * (mea - _last_estimate);
+  _err_estimate =  (1.0f - _kalman_gain)*_err_estimate + fabsf(_last_estimate-_current_estimate)*_q;
+  _last_estimate=_current_estimate;
+
+  return _current_estimate;
+}
+
+void SimpleKalmanFilter::setMeasurementError(float mea_e)
+{
+  _err_measure=mea_e;
+}
+
+void SimpleKalmanFilter::setEstimateError(float est_e)
+{
+  _err_estimate=est_e;
+}
+
+void SimpleKalmanFilter::setProcessNoise(float q)
+{
+  _q=q;
+}
+
+float SimpleKalmanFilter::getKalmanGain() {
+  return _kalman_gain;
+}
+
+float SimpleKalmanFilter::getEstimateError() {
+  return _err_estimate;
+}