title: Kalman Filter Library
body: <p>I just downloaded the kFilter library (<a href="http://kalman.sourceforge.net/" rel="nofollow">http://kalman.sourceforge.net/</a>), and had some questions about its use that I couldn't find in the documentation.  Has anyone used this library in the past?</p>
  
  <p>My questions are basically these:</p>
  
  <ol>
  <li><p>The Step function of the eKFilter receives two vectors (u, and v).  What do these vectors represent?  The only reference I could find was the comment saying <code>"// U   u U-D Covariance Matrix (n, nn)"</code> I assume that one of these vectors is supposed to represent the new measurement (presumably v).  Is the other supposed to represent the co-variance of the measurement?  How are these values expected to be inserted?</p></li>
  <li><p>Normally, the Kalman Filter will not be expecting measurements on regular time-intervals.  Rather, I would expect that a time would accompany every reading indicating the actual time that it occurs.  In the examples given, a constant value (called Period) is used.  Moreover, none of the virtual functions in the EKFilter class can recieve any inputs.  How can one use time as an input corresponding to a new measurement?  Similarly, the example given has constant R and Q matrices.  How can one use the co-variance as an input corresponding to a reading?</p></li>
  </ol>