卡尔曼简单滤波器

public class FilterKalmanSimple : Filter
    {
        private double Q = 0.000001;

        private double R = 0.01;

        private double P = 1, X = 0, K;

        private void measurementUpdate()
        {
            K = (P + Q) / (P + Q + R);
            P = R * (P + Q) / (R + P + Q);
        }
        public double update(double measurement)
        {
            measurementUpdate();
            double result = X + (measurement - X) * K;
            X = result;
            return result;
        }

        public override double GetValue(double measurement)
        {
            return update(measurement);
        }
    }