diff options
Diffstat (limited to 'lib/kalman_filter.c')
| -rw-r--r-- | lib/kalman_filter.c | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/lib/kalman_filter.c b/lib/kalman_filter.c index f7adf6f..a5ac5bf 100644 --- a/lib/kalman_filter.c +++ b/lib/kalman_filter.c @@ -36,12 +36,11 @@ int ts_kalman_filter( TS_PROLOGUE( ts_kalman_filter_p ); if ( !c ) return -1; TS_CHECK_INPUT(x, x_n, n); - fp_t Q = ((ts_kalman_filter_params_t *)c)->Q; - fp_t R = ((ts_kalman_filter_params_t *)c)->R; + fp_t Q = ((ts_kalman_filter_params_t const *)c)->Q; + fp_t R = ((ts_kalman_filter_params_t const *)c)->R; if (Q < 0 || R < 0) return -1; if (isnan(Q) || isnan(R)) return -1; - if (n == 0) return -1; fp_t x_est = x[0][0]; /* NOTE: P=1.0 is a reasonable default for normalized data. * For price data in the range of 100-3000, consider initializing |