What is the meanings of the input and output parameters of Kalman Filter in WSO2 CEP? - kalman-filter

Question

I would like to have some information about the input (named: measuredValue, measuredChangingRate, measurementNoiseSD and timestamp) and output (2 values) of Kalman Filter Extension in WSO2 CEP 4.2.0. I can't find any kind of documentation.
I suppose that measuredValue is the value to filter, timestamp is a numerical label about the instant of acquisition of measuredValue; and about measuredChangingRate and measurementNoiseSD?
Furthermore I noticed a problem: when I try to use this function, Siddhi says:
No extension exist for StreamFunctionExtension{namespace='kf'} in execution plan "ExecutionPlan"
Is it possible that there isn't any extension for kalmanFilter function?
My fragment query is that:
#Import('InputStream:1.0.0')
define stream InStream (energy double, timestamp long);
define stream ResKalmanFilterStream (energyEstimated double, x double);
from InStream#kf:kalmanFilter(energy)
select *
insert into ResKalmanFilterStream;

Answer 1

Regarding following error:
No extension exist for StreamFunctionExtension{namespace='kf'} in
execution plan "ExecutionPlan"
kf:kalmanFilter(energy) is a function which takes an attribute (energy in this case) as a parameter and outputs a new value. In other words, it produces a new attribute, therefore it has to be used in the select statement.
from InStream
select kf:kalmanFilter(energy) as filteredEnergy
insert into ResKalmanFilterStream;
Regarding parameters; I could find following information on the parameters in the Kalman Filter extension source code (refer the class-level comment).
measuredValue - measured value eg:40.695881
measuredChangingRate -
Changing rate. eg: Velocity of the point which describes from measured
value - 0.003d meters per second
measurementNoiseSD - standard
deviation of the noise. eg: 0.01
timestamp - the timestamp at the
measured time eg: 1445234861l