T
- the type of the measurementspublic interface NonLinearProcess<T extends Measurement>
ExtendedKalmanFilter
.
This interface must be implemented by users to represent the behavior of the process to be estimated
ExtendedKalmanFilter
,
LinearProcess
Modifier and Type | Method | Description |
---|---|---|
NonLinearEvolution |
getEvolution(double previousTime,
RealVector previousState,
T measurement) |
Get the state evolution between two times.
|
RealVector |
getInnovation(T measurement,
NonLinearEvolution evolution,
RealMatrix innovationCovarianceMatrix) |
Get the innovation brought by a measurement.
|
NonLinearEvolution getEvolution(double previousTime, RealVector previousState, T measurement)
previousTime
- time of the previous statepreviousState
- process state at previousTime
measurement
- measurement to processRealVector getInnovation(T measurement, NonLinearEvolution evolution, RealMatrix innovationCovarianceMatrix)
measurement
- measurement to processevolution
- evolution returned by a previous call to getEvolution(double, RealVector, Measurement)
innovationCovarianceMatrix
- innovation covariance matrix, defined as \(h.P.h^T + r\)
where h is the measurement Jacobian
,
P is the predicted covariance and r is measurement covariance
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