Kalman Filter Extension


Version 3.2.0  by WSO2

Category : Siddhi Function
Supported Product Version : CEP 4.2.0   DAS 3.1.0  


This extension provides Kalman filtering capabilities to Siddhi. This allows you to detect outliers of input data.

Functions provided by Kalman filter extension

  • Kalman Filter function

    This function uses measurements observed over time containing noise and other inaccuracies, and produces estimated values for the current measurement using Kalman algorithms.

    The parameters used are as follows.

    • measuredValue: The sequential change in the observed measurement. e.g., 40.695881
    • measuredChangingRate: The rate at which the measured change is taking place. e.g., The velocity with which the measured value is changed can be 0.003 meters per second.
    • measurementNoiseSD: The standard deviation of the noise. e.g., 0.01
    • timestamp: The time stamp of the time at which the measurement was carried out.

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