Interface LinearProcess<T extends Measurement>
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- Type Parameters:
T
- the type of the measurements
public interface LinearProcess<T extends Measurement>
Linear process that can be estimated by aLinearKalmanFilter
.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
- Ak-1 is the state transition matrix in the absence of control,
- Bk-1 is the control matrix,
- uk-1 is the command
- wk-1 is the process noise, which has covariance matrix Qk-1
- Since:
- 1.3
- See Also:
LinearKalmanFilter
,NonLinearProcess
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description LinearEvolution
getEvolution(T measurement)
Get the state evolution between two times.
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Method Detail
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getEvolution
LinearEvolution getEvolution(T measurement)
Get the state evolution between two times.- Parameters:
measurement
- measurement to process- Returns:
- state evolution
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