How to use batch_filter, and rts_smoother for multiple sensors with different sampling rates

[bcordo]

Thanks for this amazing library coupled with your very informative book. I am really grateful that you spent so much time making this great.

In you book you have an example of creating a filter that could handle measurements from two sensors with different sampling frequencies. The solution there was to create different R and H matrices depending on which sensor we have at a particular time.

My question is how we can do this but using the batch_filter, and rts_smoother functions? Is that already implemented in filterPy and I just missed that, or do you have a recommended way to implement this myself.

Thanks so much.

Best,

Brad

[rlabbe]

It is not built into the library, unfortunately. You can pass in a
list of Rs, but not Hs, to batch_filter. I would kind of like to add
this, just haven't gotten to it yet.

Just look at the code for batch_filter and rts. They are just loops.
Write your own loops, and substitute in your own R and H at the
appropriate places.

I know that is a brief answer; if you have more questions just ask.

On 9/8/15, Brad Cordova notifications@github.com wrote:

Thanks for this amazing library coupled with your very informative book. I
am really grateful that you spent so much time making this great.

In you book you have an
example
of creating a filter that could handle measurements from two sensors with
different sampling frequencies. The solution there was to create different R
and H matrices depending on which sensor we have at a particular time.

My question is how we can do this but using the batch_filter, and
rts_smoother functions? Is that already implemented in filterPy and I just
missed that, or do you have a recommended way to implement this myself.

Thanks so much.

Best,

Brad

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Reply to this email directly or view it on GitHub:
#22

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[bcordo]

Great thanks so much for the quick response. Will try that now.

Brad

On Sep 8, 2015, at 12:03 PM, Roger Labbe notifications@github.com wrote:

It is not built into the library, unfortunately. You can pass in a
list of Rs, but not Hs, to batch_filter. I would kind of like to add
this, just haven't gotten to it yet.

Just look at the code for batch_filter and rts. They are just loops.
Write your own loops, and substitute in your own R and H at the
appropriate places.

I know that is a brief answer; if you have more questions just ask.

On 9/8/15, Brad Cordova notifications@github.com wrote:

Thanks for this amazing library coupled with your very informative book. I
am really grateful that you spent so much time making this great.

In you book you have an
example
of creating a filter that could handle measurements from two sensors with
different sampling frequencies. The solution there was to create different R
and H matrices depending on which sensor we have at a particular time.

My question is how we can do this but using the batch_filter, and
rts_smoother functions? Is that already implemented in filterPy and I just
missed that, or do you have a recommended way to implement this myself.

Thanks so much.

Best,

Brad

---

Reply to this email directly or view it on GitHub:
#22

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(.o)
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