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 and Description |
---|
AbstractKalmanFilter(MatrixDecomposer decomposer,
ProcessEstimate initialState)
Simple constructor.
|
Constructor and Description |
---|
ExtendedKalmanFilter(MatrixDecomposer decomposer,
NonLinearProcess<T> process,
ProcessEstimate initialState)
Simple constructor.
|
Constructor and Description |
---|
LinearKalmanFilter(MatrixDecomposer decomposer,
LinearProcess<T> process,
ProcessEstimate initialState)
Simple constructor.
|
Modifier and Type | Class and 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 and Description |
---|---|
MatrixDecomposer |
GaussNewtonOptimizer.getDecomposer()
Get the matrix decomposition algorithm.
|
MatrixDecomposer |
SequentialGaussNewtonOptimizer.getDecomposer()
Get the matrix decomposition algorithm.
|
Modifier and Type | Method and Description |
---|---|
GaussNewtonOptimizer |
GaussNewtonOptimizer.withDecomposer(MatrixDecomposer newDecomposer)
Configure the matrix decomposition algorithm.
|
SequentialGaussNewtonOptimizer |
SequentialGaussNewtonOptimizer.withDecomposer(MatrixDecomposer newDecomposer)
Configure the matrix decomposition algorithm.
|
Constructor and Description |
---|
GaussNewtonOptimizer(MatrixDecomposer decomposer,
boolean formNormalEquations)
Create a Gauss Newton optimizer that uses the given matrix decomposition algorithm
to solve the normal equations.
|
SequentialGaussNewtonOptimizer(MatrixDecomposer decomposer,
boolean formNormalEquations,
LeastSquaresProblem.Evaluation evaluation)
Create a sequential Gauss Newton optimizer that uses the given matrix
decomposition algorithm to solve the normal equations.
|
Copyright © 2016-2022 CS GROUP. All rights reserved.