Class ExtendedKalmanFilter<T extends Measurement>
java.lang.Object
org.hipparchus.filtering.kalman.AbstractKalmanFilter<T>
org.hipparchus.filtering.kalman.extended.ExtendedKalmanFilter<T>
- Type Parameters:
T
- the type of the measurements
- All Implemented Interfaces:
KalmanFilter<T>
Kalman filter for
non-linear process
.- Since:
- 1.3
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Constructor Summary
ConstructorDescriptionExtendedKalmanFilter
(MatrixDecomposer decomposer, NonLinearProcess<T> process, ProcessEstimate initialState) Simple constructor. -
Method Summary
Methods inherited from class org.hipparchus.filtering.kalman.AbstractKalmanFilter
computeInnovationCovarianceMatrix, correct, getCorrected, getPredicted, predict
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Constructor Details
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ExtendedKalmanFilter
public ExtendedKalmanFilter(MatrixDecomposer decomposer, NonLinearProcess<T> process, ProcessEstimate initialState) Simple constructor.- Parameters:
decomposer
- decomposer to use for the correction phaseprocess
- non-linear process to estimateinitialState
- initial state
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Method Details
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estimationStep
Perform one estimation step.- Parameters:
measurement
- single measurement to handle- Returns:
- estimated state after measurement has been considered
- Throws:
MathRuntimeException
- if estimation fails
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