Package org.hipparchus.filtering.kalman

Interface KalmanFilter<T extends Measurement>

Type Parameters:

T - the type of the measurements

All Known Implementing Classes:

AbstractKalmanFilter, ExtendedKalmanFilter, LinearKalmanFilter

public interface KalmanFilter<T extends Measurement>

Interface representing a Kalman filter.

Since:

1.3

Method Summary

Modifier and Type	Method	Description
ProcessEstimate	estimationStep(T measurement)	Perform one estimation step.
ProcessEstimate	getCorrected()	Get the current corrected state.
ProcessEstimate	getPredicted()	Get the current predicted state.

Method Detail

estimationStep

ProcessEstimate estimationStep(T measurement)
                        throws MathRuntimeException

Perform one estimation step.

Parameters:

measurement - single measurement to handle

Returns:

estimated state after measurement has been considered

Throws:

MathRuntimeException - if estimation fails

getPredicted

ProcessEstimate getPredicted()

Get the current predicted state.

Returns:

current predicted state

getCorrected

ProcessEstimate getCorrected()

Get the current corrected state.

Returns:

current corrected state