卡尔曼滤波器python_python – 卡尔曼滤波器行为

我已经使用了这里实现的kalman过滤器：

https://gist.github.com/alexbw/1867612

我对它有一个非常基本的了解.这是我的测试代码：

import matplotlib.pyplot as plt

import numpy as np

from Kalman import Kalman

n = 50

d = 5

xf = np.zeros(n - d)

yf = np.zeros(n - d)

xp = np.zeros(d)

yp = np.zeros(d)

x = np.zeros(n)

y = np.zeros(n)

for i in range(n):

if i==0:

x[i] = 05

y[i] = 20

KLF = Kalman(6, 2)

elif i< (n - d):

xf[i], yf[i] = KLF.predict()

x[i] = x[i-1] + 1

y[i] = y[i-1] + np.random.random() * 10

NewPoint = np.r_[x[i], y[i]]

KLF.update(NewPoint)

else:

x[i] = x[i-1] + 1

y[i] = y[i-1] + np.random.random() * 10

xp[n - i -1], yp[n - i -1] = KLF.predict()

NewPoint = np.r_[x[i] , yp[n - i -1]]

KLF.update(NewPoint)

plt.figure(1)

plt.plot(x, y, 'ro') #original

plt.plot(xp, yp, 'go-') #predicted kalman

plt.plot(xf, yf, 'b') #kalman filter

plt.legend( ('Original', 'Prediction', 'Filtered') )

plt.show()

我的问题是,如果数据从x = 5,y = 20开始,为什么卡尔曼滤波从0开始？

这是某种标准行为吗？

谢谢