Class UnscentedKalmanFilter<T extends Measurement>
java.lang.Object
org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter<T>
- Type Parameters:
T
- the type of the measurements
- All Implemented Interfaces:
KalmanFilter<T>
Unscented Kalman filter for
unscented process
.- Since:
- 2.2
- See Also:
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- "Wan, E. A., & Van Der Merwe, R. (2000, October). The unscented Kalman filter for nonlinear estimation. In Proceedings of the IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium (Cat. No. 00EX373) (pp. 153-158)"
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Constructor Summary
ConstructorDescriptionUnscentedKalmanFilter
(MatrixDecomposer decomposer, UnscentedProcess<T> process, ProcessEstimate initialState, UnscentedTransformProvider utProvider) Simple constructor. -
Method Summary
Modifier and TypeMethodDescriptionestimationStep
(T measurement) Perform one estimation step.Get the corrected state.Get the predicted state.Get the unscented transform provider.predictionAndCorrectionSteps
(T measurement, RealVector[] sigmaPoints) This method perform the prediction and correction steps of the Unscented Kalman Filter.
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Constructor Details
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UnscentedKalmanFilter
public UnscentedKalmanFilter(MatrixDecomposer decomposer, UnscentedProcess<T> process, ProcessEstimate initialState, UnscentedTransformProvider utProvider) Simple constructor.- Parameters:
decomposer
- decomposer to use for the correction phaseprocess
- unscented process to estimateinitialState
- initial stateutProvider
- unscented transform provider
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Method Details
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estimationStep
Perform one estimation step.- Specified by:
estimationStep
in interfaceKalmanFilter<T extends Measurement>
- Parameters:
measurement
- single measurement to handle- Returns:
- estimated state after measurement has been considered
- Throws:
MathRuntimeException
- if estimation fails
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predictionAndCorrectionSteps
public ProcessEstimate predictionAndCorrectionSteps(T measurement, RealVector[] sigmaPoints) throws MathRuntimeException This method perform the prediction and correction steps of the Unscented Kalman Filter.- Parameters:
measurement
- single measurement to handlesigmaPoints
- computed sigma points- Returns:
- estimated state after measurement has been considered
- Throws:
MathRuntimeException
- if matrix cannot be decomposed
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getPredicted
Get the predicted state.- Specified by:
getPredicted
in interfaceKalmanFilter<T extends Measurement>
- Returns:
- predicted state
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getCorrected
Get the corrected state.- Specified by:
getCorrected
in interfaceKalmanFilter<T extends Measurement>
- Returns:
- corrected state
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getUnscentedTransformProvider
Get the unscented transform provider.- Returns:
- unscented transform provider
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