A C# Kalman filter class

Posted: January 17, 2011 in C#, Filtering, Forecasting, Kalman Filtering, Prediction

Well here you go, a small C# class for Kalman filtering (https://sourceforge.net/projects/autospreader/files/C%23/KalmanFilter.cs/download)….it has a dependency on the GeneralMatrix (http://www.codeproject.com/KB/recipes/psdotnetmatrix.aspx) library but any matrix library would suffice….Enjoy and as always if you have questions ASK!

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Comments
  1. cddthd says:

    Can you help me how to run Kalman filter.cs? or any guide ?
    I’m doing project about Kalman filter.Thank you

  2. Miguel Ventura says:

    Thanks a zillion!:)

  3. JK says:

    could you give a demo ?

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