org.hipparchus.filtering.kalman.linear

Interface LinearProcess<T extends Measurement>

Type Parameters:

T - the type of the measurements

public interface LinearProcess<T extends Measurement>

Linear process that can be estimated by a LinearKalmanFilter.

This interface must be implemented by users to represent the behavior of the process to be estimated

A linear process is governed by the equation:
x_k = A_k-1 x_k-1 + B_k-1 u_k-1 + w_k-1
where

• A_k-1 is the state transition matrix in the absence of control,
• B_k-1 is the control matrix,
• u_k-1 is the command
• w_k-1 is the process noise, which has covariance matrix Q_k-1

Since:

1.3

See Also:

LinearKalmanFilter, NonLinearProcess

Method Summary

Modifier and Type	Method and Description
LinearEvolution	getEvolution(T measurement) Get the state evolution between two times.

Method Detail

getEvolution

LinearEvolution getEvolution(T measurement)

Get the state evolution between two times.

Parameters:

measurement - measurement to process

Returns:

state evolution