| 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. 
 | 
| Modifier and Type | Method and Description | 
|---|---|
ProcessEstimate | 
KalmanFilter.estimationStep(T measurement)
Perform one estimation step. 
 | 
ProcessEstimate | 
AbstractKalmanFilter.getCorrected()
Get the corrected state. 
 | 
ProcessEstimate | 
KalmanFilter.getCorrected()
Get the current corrected state. 
 | 
ProcessEstimate | 
AbstractKalmanFilter.getPredicted()
Get the predicted state. 
 | 
ProcessEstimate | 
KalmanFilter.getPredicted()
Get the current predicted state. 
 | 
| Constructor and Description | 
|---|
AbstractKalmanFilter(MatrixDecomposer decomposer,
                    ProcessEstimate initialState)
Simple constructor. 
 | 
| Modifier and Type | Method and Description | 
|---|---|
ProcessEstimate | 
ExtendedKalmanFilter.estimationStep(T measurement)
Perform one estimation step. 
 | 
| Constructor and Description | 
|---|
ExtendedKalmanFilter(MatrixDecomposer decomposer,
                    NonLinearProcess<T> process,
                    ProcessEstimate initialState)
Simple constructor. 
 | 
| Modifier and Type | Method and Description | 
|---|---|
ProcessEstimate | 
LinearKalmanFilter.estimationStep(T measurement)
Perform one estimation step. 
 | 
| Constructor and Description | 
|---|
LinearKalmanFilter(MatrixDecomposer decomposer,
                  LinearProcess<T> process,
                  ProcessEstimate initialState)
Simple constructor. 
 | 
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