Kalman 0.1.0.0 → 0.1.0.1

raw patch · 2 files changed

+12/−26 lines, 2 filesPVP ok

version bump matches the API change (PVP)

API changes (from Hackage documentation)

Files

• Kalman.cabal +1/−1
• src/Kalman.hs +11/−25

@@ -1,5 +1,5 @@ name:                Kalman-version:             0.1.0.0+version:             0.1.0.1 synopsis:            A slightly extended Kalman filter homepage:            https://github.com/idontgetoutmuch/Kalman license:             BSD3

@@ -18,33 +18,19 @@ import Numeric.LinearAlgebra.Static hiding ( create ) import Data.Maybe ( fromJust ) --- | Take the------  * Prior mean @muPrior@,------  * Prior variance @sigmaPrior@,------  * Observation map (represented as a matrix) @bigH@,------  * Observation noise @bigSigmaY@,------  * State update function @littleA@,------  * A function which return the Jacobian of the state update---  function at a given point @bigABuilder@,------ * State noise @bigSigmaX@,------ * List of observations @ys@------ and return the posterior mean and variance. extKalman ::  forall m n .               (KnownNat m, KnownNat n, (1 <=? n) ~ 'True, (1 <=? m) ~ 'True) =>-              R n -> Sq n ->-              L m n -> Sq m ->-              (R n -> R n) -> (R n -> Sq n) -> Sq n ->-              [R m] ->-              [(R n, Sq n)]+              R n              -- ^ Prior mean+              -> Sq n          -- ^ Prior variance+              -> L m n         -- ^ Observation map (represented as a matrix)+              -> Sq m          -- ^ Observation noise+              -> (R n -> R n)  -- ^ State update function+              -> (R n -> Sq n) -- ^ A function which returns the+                               -- Jacobian of the state update+                               -- function at a given point+              -> Sq n          -- ^ State noise+              -> [R m]         -- ^ List of observations+              -> [(R n, Sq n)] -- ^ List of posterior means and variances extKalman muPrior sigmaPrior bigH bigSigmaY   littleA bigABuilder bigSigmaX ys = result   where