Фильтрация зашумленого сигнала - Цифровая обработка сигналов - Ответ 4651092

#ifndef KalmanFilterH
#define KalmanFilterH
//---------------------------------------------------------------------------
class TKalman
{
private:
   float q; //process noise covariance
   float r; //measurement noise covariance
   short x; //value
   float p; //estimation error covariance
   float k; //kalman gain
 
   void KalmanUpdate(short value);
 
public:
   TKalman();
   ~TKalman();
 
   void KalmanInit(float q, float r, float p, short intial_value);
 
   short GetResult(short data);
 
};
//---------------------------------------------------------------------------
#endif //KalmanFilterH
 
===================
 
#include "KalmanFilter.h"
//---------------------------------------------------------------------------
void TKalman::KalmanInit(float q, float r, float f, short intial_value)
{
   this->q = q;
     this->r = r;
     this->p = p;
     this->x = intial_value;
}
//---------------------------------------------------------------------------
 
//---------------------------------------------------------------------------
void TKalman::KalmanUpdate(short data)
{
   //prediction update
   //omit x = x
   p = p + q;
 
   //measurement update
   k = p / (p + r);
   x = x + k * (data - x);
   p = (1 - k) * p;
}
//---------------------------------------------------------------------------
short TKalman::GetResult(short data)
{
   KalmanUpdate(data);
   return x;
}
//---------------------------------------------------------------------------
TKalman::TKalman()
{
 
}
//---------------------------------------------------------------------------
TKalman::~TKalman()
{
 
}