Class ProcessEstimate


  • public class ProcessEstimate
    extends Object
    Holder for process state and covariance.

    The estimate always contains time, state and covariance. These data are the only ones needed to start a Kalman filter. Once a filter has been started and produces new estimates, these new estimates will always contain a state transition matrix and if the measurement has not been ignored, they will also contain measurement Jacobian, innovation covariance and Kalman gain.

    Since:
    1.3
    • Constructor Detail

      • ProcessEstimate

        public ProcessEstimate​(double time,
                               RealVector state,
                               RealMatrix covariance)
        Simple constructor.

        This constructor sets state transition matrix, covariance matrix H, innovation covariance matrix and Kalman gain k to null.

        Parameters:
        time - process time (typically the time or index of a measurement)
        state - state vector
        covariance - state covariance
      • ProcessEstimate

        public ProcessEstimate​(double time,
                               RealVector state,
                               RealMatrix covariance,
                               RealMatrix stateTransitionMatrix,
                               RealMatrix measurementJacobian,
                               RealMatrix innovationCovariance,
                               RealMatrix kalmanGain)
        Simple constructor.
        Parameters:
        time - process time (typically the time or index of a measurement)
        state - state vector
        covariance - state covariance
        stateTransitionMatrix - state transition matrix between previous state and estimated (but not yet corrected) state
        measurementJacobian - Jacobian of the measurement with respect to the state
        innovationCovariance - innovation covariance matrix, defined as \(h.P.h^T + r\), may be null
        kalmanGain - Kalman Gain matrix, may be null
        Since:
        1.4
    • Method Detail

      • getTime

        public double getTime()
        Get the process time.
        Returns:
        process time (typically the time or index of a measurement)
      • getState

        public RealVector getState()
        Get the state vector.
        Returns:
        state vector
      • getCovariance

        public RealMatrix getCovariance()
        Get the state covariance.
        Returns:
        state covariance
      • getStateTransitionMatrix

        public RealMatrix getStateTransitionMatrix()
        Get state transition matrix between previous state and estimated (but not yet corrected) state.
        Returns:
        state transition matrix between previous state and estimated state (but not yet corrected) (may be null for initial process estimate)
        Since:
        1.4
      • getMeasurementJacobian

        public RealMatrix getMeasurementJacobian()
        Get the Jacobian of the measurement with respect to the state (H matrix).
        Returns:
        Jacobian of the measurement with respect to the state (may be null for initial process estimate or if the measurement has been ignored)
        Since:
        1.4
      • getInnovationCovariance

        public RealMatrix getInnovationCovariance()
        Get the innovation covariance matrix.
        Returns:
        innovation covariance matrix (may be null for initial process estimate or if the measurement has been ignored)
        Since:
        1.4
      • getKalmanGain

        public RealMatrix getKalmanGain()
        Get the Kalman gain matrix.
        Returns:
        Kalman gain matrix (may be null for initial process estimate or if the measurement has been ignored)
        Since:
        1.4