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>

public class ExtendedKalmanFilter<T extends Measurement> extends AbstractKalmanFilter<T>
Kalman filter for non-linear process.
Since:
1.3
  • Constructor Details

    • ExtendedKalmanFilter

      public ExtendedKalmanFilter(MatrixDecomposer decomposer, NonLinearProcess<T> process, ProcessEstimate initialState)
      Simple constructor.
      Parameters:
      decomposer - decomposer to use for the correction phase
      process - non-linear process to estimate
      initialState - initial state
  • Method Details

    • estimationStep

      public ProcessEstimate estimationStep(T measurement) throws MathRuntimeException
      Perform one estimation step.
      Parameters:
      measurement - single measurement to handle
      Returns:
      estimated state after measurement has been considered
      Throws:
      MathRuntimeException - if estimation fails