Regenerated.

docs/index.html

@@ -389,5 +389,5 @@ <h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4>
 
 <!--
 MkDocs version : 1.5.3
-Build Date UTC : 2024-11-26 15:19:57.525283+00:00
+Build Date UTC : 2024-11-26 16:43:48.484203+00:00
 -->

docs/libs/filters/index.html

@@ -674,6 +674,14 @@
               </ul>
             </li>
               </ul>
+            </li>
+            <li class="nav-item" data-level="2"><a href="#kalman-filters" class="nav-link">Kalman Filters</a>
+              <ul class="nav flex-column">
+            <li class="nav-item" data-level="3"><a href="#fikalman" class="nav-link">(fi.)kalman</a>
+              <ul class="nav flex-column">
+              </ul>
+            </li>
+              </ul>
             </li>
               </ul>
             </li>
@@ -684,7 +692,7 @@
 
 <h1 id="filterslib">filters.lib</h1>
 <p>Filters library. Its official prefix is <code>fi</code>.</p>
-<p>The Filters library is organized into 22 sections:</p>
+<p>The Filters library is organized into 23 sections:</p>
 <ul>
 <li><a href="#basic-filters">Basic Filters</a></li>
 <li><a href="#comb-filters">Comb Filters</a></li>
@@ -708,6 +716,7 @@ <h1 id="filterslib">filters.lib</h1>
 <li><a href="#linkwitz-riley-4th-order-2-way-3-way-and-4-way-crossovers">Linkwitz-Riley 4th-order 2-way, 3-way, and 4-way crossovers</a></li>
 <li><a href="#standardized-filters">Standardized Filters</a></li>
 <li><a href="#averaging-functions">Averaging Functions</a></li>
+<li><a href="#kalman-filters">Kalman Filters</a></li>
 </ul>
 <h4 id="references">References</h4>
 <ul>
@@ -2246,7 +2255,35 @@ <h4 id="usage_80">Usage</h4>
 or to reach 1-1/e^2.2 of its final value.</li>
 </ul>
 <h4 id="reference_29">Reference</h4>
-<p>Zölzer, U. (2008). Digital audio signal processing (Vol. 9). New York: Wiley.</p></div>
+<p>Zölzer, U. (2008). Digital audio signal processing (Vol. 9). New York: Wiley.</p>
+<h2 id="kalman-filters">Kalman Filters</h2>
+<hr />
+<h3 id="fikalman"><code>(fi.)kalman</code></h3>
+<p>The Kalman filter. It returns the state (a bus of size <code>N</code>).
+Note that the only compile-time constant arguments are <code>N</code> and <code>M</code>.
+Other arguments are capitalized because they're matrices, and it makes
+reading them much easier.</p>
+<h4 id="usage_81">Usage</h4>
+<pre><code>kalman(N, M, B, R, H, Q, F, u, z, reset) : si.bus(N)
+</code></pre>
+<p>Where:</p>
+<ul>
+<li><code>N</code>: State size (constant int)</li>
+<li><code>M</code>: Measurement size (constant int)</li>
+<li><code>B</code>: Control input matrix (NxM)</li>
+<li><code>R</code>: Measurement noise covariance matrix (MxM)</li>
+<li><code>H</code>: Observation matrix (MxN)</li>
+<li><code>Q</code>: Process noise covariance matrix (NxN)</li>
+<li><code>F</code>: State transition matrix (NxN)</li>
+<li><code>u</code>: Control input (Mx1)</li>
+<li><code>z</code>: Measurement signal (Mx1)</li>
+<li><code>reset</code>: Trigger to reset. Reset whenever <code>reset&gt;0</code></li>
+</ul>
+<h4 id="references_21">References</h4>
+<ul>
+<li><a href="https://en.wikipedia.org/wiki/Kalman_filter">https://en.wikipedia.org/wiki/Kalman_filter</a></li>
+<li><a href="https://www.cs.unc.edu/~welch/kalman/index.html">https://www.cs.unc.edu/~welch/kalman/index.html</a></li>
+</ul></div>
             </div>
         </div>
 

docs/libs/index.html

@@ -729,7 +729,8 @@ <h2 id="filters">filters</h2>
 <a href="filters/#fiavg_rect">(fi.)avg_rect</a> &nbsp; &nbsp;
 <a href="filters/#fiavg_tau">(fi.)avg_tau</a> &nbsp; &nbsp;
 <a href="filters/#fiavg_t60">(fi.)avg_t60</a> &nbsp; &nbsp;
-<a href="filters/#fiavg_t19">(fi.)avg_t19</a> &nbsp; &nbsp;</p>
+<a href="filters/#fiavg_t19">(fi.)avg_t19</a> &nbsp; &nbsp;
+<a href="filters/#fikalman">(fi.)kalman</a> &nbsp; &nbsp;</p>
 <h2 id="hoa">hoa</h2>
 <p><a href="hoa/#hoencoder">(ho.)encoder</a> &nbsp; &nbsp;
 <a href="hoa/#horencoder">(ho.)rEncoder</a> &nbsp; &nbsp;
@@ -783,7 +784,8 @@ <h2 id="linearalgebra">linearalgebra</h2>
 <a href="linearalgebra/#lainverse">(la.)inverse</a> &nbsp; &nbsp;
 <a href="linearalgebra/#latranspose2">(la.)transpose2</a> &nbsp; &nbsp;
 <a href="linearalgebra/#lamatmul">(la.)matMul</a> &nbsp; &nbsp;
-<a href="linearalgebra/#laidentity">(la.)identity</a> &nbsp; &nbsp;</p>
+<a href="linearalgebra/#laidentity">(la.)identity</a> &nbsp; &nbsp;
+<a href="linearalgebra/#ladiag">(la.)diag</a> &nbsp; &nbsp;</p>
 <h2 id="maths">maths</h2>
 <p><a href="maths/#masr">(ma.)SR</a> &nbsp; &nbsp;
 <a href="maths/#mat">(ma.)T</a> &nbsp; &nbsp;

docs/libs/linearalgebra/index.html

@@ -250,6 +250,10 @@
             <li class="nav-item" data-level="3"><a href="#laidentity" class="nav-link">(la.)identity</a>
               <ul class="nav flex-column">
               </ul>
+            </li>
+            <li class="nav-item" data-level="3"><a href="#ladiag" class="nav-link">(la.)diag</a>
+              <ul class="nav flex-column">
+              </ul>
             </li>
               </ul>
             </li>
@@ -267,6 +271,7 @@ <h1 id="linearalgebralib">linearalgebra.lib</h1>
 <p><code>transpose2</code></p>
 <p><code>matMul</code> matrix multiplication</p>
 <p><code>identity</code></p>
+<p><code>diag</code></p>
 <p>How does it work? An <code>NxM</code> matrix can be flattened into a bus <code>si.bus(N*M)</code>. These buses can be passed to functions as long as <code>N</code> and sometimes <code>M</code> (if the matrix need not be square) are passed too.</p>
 <h4 id="some-things-to-think-about-going-forward">Some things to think about going forward</h4>
 <h5 id="implications-for-ml-in-faust">Implications for ML in Faust</h5>
@@ -362,6 +367,17 @@ <h4 id="usage_5">Usage</h4>
 <p>Where:</p>
 <ul>
 <li><code>N</code>: The size of each axis of the identity matrix.</li>
+</ul>
+<hr />
+<h3 id="ladiag"><code>(la.)diag</code></h3>
+<p>Creates a diagonal matrix of size <code>NxN</code> with specified
+values along the diagonal.</p>
+<h4 id="usage_6">Usage</h4>
+<pre><code>si.bus(N) : diag(N) : si.bus(N*N)
+</code></pre>
+<p>Where:</p>
+<ul>
+<li><code>N</code>: The size of each axis of the matrix.</li>
 </ul></div>
             </div>
         </div>

version.lib

@@ -16,7 +16,7 @@
 //
 //------------------------------------------------------------
 version =   2,  // MAJOR version when we make incompatible API changes,
-            44, // MINOR version when we add functionality in a backwards compatible manner,
+            45, // MINOR version when we add functionality in a backwards compatible manner,
             0;  // PATCH version when we make backwards compatible bug fixes.