Package | Description |
---|---|
org.hipparchus.filtering.kalman |
Kalman filter.
|
org.hipparchus.filtering.kalman.extended |
Kalman filter implementation for non-linear processes.
|
org.hipparchus.filtering.kalman.linear |
Kalman filter implementation for linear processes.
|
org.hipparchus.linear |
Linear algebra support.
|
org.hipparchus.optim.nonlinear.vector.leastsquares |
This package provides algorithms that minimize the residuals
between observations and model values.
|
Constructor | Description |
---|---|
AbstractKalmanFilter(MatrixDecomposer decomposer,
ProcessEstimate initialState) |
Simple constructor.
|
Constructor | Description |
---|---|
ExtendedKalmanFilter(MatrixDecomposer decomposer,
NonLinearProcess<T> process,
ProcessEstimate initialState) |
Simple constructor.
|
Constructor | Description |
---|---|
LinearKalmanFilter(MatrixDecomposer decomposer,
LinearProcess<T> process,
ProcessEstimate initialState) |
Simple constructor.
|
Modifier and Type | Class | Description |
---|---|---|
class |
CholeskyDecomposer |
Matrix decomposer using Cholseky decomposition.
|
class |
LUDecomposer |
Matrix decomposer using LU-decomposition.
|
class |
QRDecomposer |
Matrix decomposer using QR-decomposition.
|
class |
SingularValueDecomposer |
Matrix decomposer using Singular Value Decomposition.
|
Modifier and Type | Method | Description |
---|---|---|
protected abstract MatrixDecomposer |
GaussNewtonOptimizer.Decomposition.getDecomposer() |
Deprecated.
Get the equivalent matrix decomposer.
|
MatrixDecomposer |
GaussNewtonOptimizer.getDecomposer() |
Get the matrix decomposition algorithm.
|
Modifier and Type | Method | Description |
---|---|---|
GaussNewtonOptimizer |
GaussNewtonOptimizer.withDecomposer(MatrixDecomposer newDecomposer) |
Configure the matrix decomposition algorithm.
|
Constructor | Description |
---|---|
GaussNewtonOptimizer(MatrixDecomposer decomposer,
boolean formNormalEquations) |
Create a Gauss Newton optimizer that uses the given matrix decomposition algorithm
to solve the normal equations.
|
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