Package 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

  • 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:

  • Method Summary

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

  • Method Details

    • getEvolution

      LinearEvolution getEvolution(T measurement)
      Get the state evolution between two times.
      Parameters:
      measurement - measurement to process
      Returns:
      state evolution