//public IAdaptiveQ AdaptiveQ { get; set; }
//public IAdaptiveR AdaptiveR { get; set; }
//public int Size { get { return Q.ColumnCount; } }
public DiscreteInnerWrapper(double[] measurementnoise, double[] processnoise)
{
KalmanFilter = DiscreteFactory.Build(processnoise.Length);
R = MatrixBuilder.Instance.Builder.Diagonal(measurementnoise).Map(_ => Math.Pow(_, 2)); //covariance of measurement
Q = MatrixBuilder.Instance.Builder.Diagonal(processnoise).Map(_ => Math.Pow(_, 2)); //covariance of process
//AdaptiveQ = new DefaultAdaptiveQ(q);
//AdaptiveR = new DefaultAdaptiveR(r);
F = StateFunctions.BuildTransition(processnoise.Length);
G = MatrixBuilder.Instance.Builder.Diagonal(processnoise.Length, processnoise.Length, 1); //covariance of process
H = StateFunctions.BuildMeasurement(processnoise.Length, measurementnoise.Length);
}
