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A Kalman Filter implemented in C#

Application at Launch

When the application is first launched it looks like:

Kalman

The slider underneath the chart can be used to add/subtract the number of data points.
The "green" lines are produced by adding noise to a Sine curve.
The "black" lines are the original Sine curve.
The "No. to Extrapolate" box can be used to add/subtract the number of data points (red) that are forecasted into the future.

Comments

When you use the slider you will notice the forecasted data (red) has a strange shape when the Sine curve tops (or bottoms out).
If someone has an explanation for this behaviour I would appreciate your comments.
Also, the Kalman curve is shifed below the Sine curve.
I wonder why?

My Environment

  • Windows 11, version: 23H2 (10.0.22631.2861) (December 12, 2023)
  • Microsoft Visual Studio Professional 2022 (64-bit) - Current Version 17.8.3
  • .NET 8.0
  • ScottPlot. WinForms, Version=5.0.11-beta

Charles Brauer
[email protected]

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2D Kalman Filter in C#

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