T
- the type of the measurementsKalmanFilter<T>
ExtendedKalmanFilter
, LinearKalmanFilter
public abstract class AbstractKalmanFilter<T extends Measurement> extends Object implements KalmanFilter<T>
Modifier | Constructor | Description |
---|---|---|
protected |
AbstractKalmanFilter(MatrixDecomposer decomposer,
ProcessEstimate initialState) |
Simple constructor.
|
Modifier and Type | Method | Description |
---|---|---|
protected RealMatrix |
computeInnovationCovarianceMatrix(RealMatrix r,
RealMatrix h) |
Compute innovation covariance matrix.
|
protected void |
correct(T measurement,
RealVector innovation,
RealMatrix h,
RealMatrix s) |
Perform correction step.
|
ProcessEstimate |
getCorrected() |
Get the corrected state.
|
ProcessEstimate |
getPredicted() |
Get the predicted state.
|
protected void |
predict(double time,
RealVector predictedState,
RealMatrix stm,
RealMatrix noise) |
Perform prediction step.
|
estimationStep
protected AbstractKalmanFilter(MatrixDecomposer decomposer, ProcessEstimate initialState)
decomposer
- decomposer to use for the correction phaseinitialState
- initial stateprotected void predict(double time, RealVector predictedState, RealMatrix stm, RealMatrix noise)
time
- process timepredictedState
- predicted state vectorstm
- state transition matrixnoise
- process noise covariance matrixprotected RealMatrix computeInnovationCovarianceMatrix(RealMatrix r, RealMatrix h)
r
- measurement covarianceh
- Jacobian of the measurement with respect to the state
(may be null if measurement should be ignored)protected void correct(T measurement, RealVector innovation, RealMatrix h, RealMatrix s) throws MathIllegalArgumentException
measurement
- single measurement to handleinnovation
- innovation vector (i.e. residuals)
(may be null if measurement should be ignored)h
- Jacobian of the measurement with respect to the state
(may be null if measurement should be ignored)s
- innovation covariance matrix
(may be null if measurement should be ignored)MathIllegalArgumentException
- if matrix cannot be decomposedpublic ProcessEstimate getPredicted()
getPredicted
in interface KalmanFilter<T extends Measurement>
public ProcessEstimate getCorrected()
getCorrected
in interface KalmanFilter<T extends Measurement>
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