examples

README

Examples

The examples are kept separate from the main module to allow them to use different dependencies from the main package.

You can compile and run the examples using

go get github.com/rosshemsley/kalman/examples/...

This will install the example binaries for running: trajectory-example and time-series-example. Running each of these produces a plot.png file with the output.

Time Series Example

In the time series example, we model an unknown 1D time series using a Browniain model. The Filtered result is drawn.

Trajectories Example

This example smoothes a trajectory with a constant velocity model. Given some noisy 2D points sampled at non-uniform times, we smooth the trajectory with both a Kalman Filter and Kalman Smoother, and then draw the results.