diff --git a/common/kalman/simple_kalman.py b/common/kalman/simple_kalman.py index 31ad76c5b2..669da3919a 100644 --- a/common/kalman/simple_kalman.py +++ b/common/kalman/simple_kalman.py @@ -1,3 +1,13 @@ # pylint: skip-file from openpilot.common.kalman.simple_kalman_impl import KF1D as KF1D assert KF1D +import numpy as np + +def get_kalman_gain(dt, A, C, Q, R, iterations=100): + P = np.zeros_like(Q) + for _ in range(iterations): + P = A.dot(P).dot(A.T) + dt * Q + S = C.dot(P).dot(C.T) + R + K = P.dot(C.T).dot(np.linalg.inv(S)) + P = (np.eye(len(P)) - K.dot(C)).dot(P) + return K \ No newline at end of file