1 files changed, 26 insertions, 0 deletions
diff --git a/test/kalman_filter.c b/test/kalman_filter.c
new file mode 100644
index 0000000..188ae82
--- /dev/null
+++ b/test/kalman_filter.c
@@ -0,0 +1,26 @@
+#include "ts.h"
+
+bool ts_test_kalman_filter( void )
+{
+	fp_t const x0[] = { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
+
+	fp_t const e0[] = {
+		1.0,
+		1.5024875621890548,
+		2.0099009900990099,
+		2.5245821283270429,
+		3.0487331327055625,
+		3.5843788460830162,
+		4.1333360364582399,
+		4.6971903124447723,
+		5.2772810678708257,
+		5.8746943630334316
+	};
+
+	fp_t const * const x[] = { x0 };
+	fp_t const * const e[] = { e0 };
+
+	struct { fp_t Q; fp_t R; } c = { 0.01, 1.0 };
+
+	return ts_test(ts_kalman_filter, ts_kalman_filter_offset, x, e, 10, (ts_constant_t *)&c, &ts_kalman_filter_p);
+}