def __init__(self, dim_x, dim_z, dim_u, gamma):

        self.dim_x = dim_x
        self.dim_z = dim_z
        self.dim_u = dim_u
        self.gamma = gamma

        self.x = zeros((dim_x,1)) # state

        self._G = 0                # control transistion matrx
        self._F = 0                # state transition matrix
        self._H = 0                # Measurement function

        self._P = eye(dim_x)       # uncertainty covariance
        self._V_inv = zeros((dim_z, dim_z))
        self._W = zeros((dim_x, dim_x))
        self._Q = eye(dim_x)       # process uncertainty

        # gain and residual are computed during the innovation step. We
        # save them so that in case you want to inspect them for various
        # purposes
        self.K = 0 # kalman gain
        self.residual = zeros((dim_z, 1))

        # identity matrix. Do not alter this.
        self._I = np.eye(dim_x)
Create an H-Infinity filter. You are responsible for setting the
dataset/ETHPy150Open rlabbe/filterpy/filterpy/hinfinity/hinfinity_filter.py/HInfinityFilter.__init__