Interface UnscentedProcess<T extends Measurement>
- Type Parameters:
T
- the type of the measurements
public interface UnscentedProcess<T extends Measurement>
Unscented process that can be estimated by a
UnscentedKalmanFilter
.
This interface must be implemented by users to represent the behavior of the process to be estimated
- Since:
- 2.2
- See Also:
-
Method Summary
Modifier and TypeMethodDescriptiongetEvolution
(double previousTime, RealVector[] sigmaPoints, T measurement) Get the state evolution between two times.getInnovation
(T measurement, RealVector predictedMeasurement, RealVector predictedState, RealMatrix innovationCovarianceMatrix) Get the innovation brought by a measurement.getPredictedMeasurements
(RealVector[] predictedSigmaPoints, T measurement) Get the state evolution between two times.
-
Method Details
-
getEvolution
Get the state evolution between two times.- Parameters:
previousTime
- time of the previous statesigmaPoints
- sigma pointsmeasurement
- measurement to process- Returns:
- states evolution
-
getPredictedMeasurements
Get the state evolution between two times.- Parameters:
predictedSigmaPoints
- predicted state sigma pointsmeasurement
- measurement to process- Returns:
- predicted measurement sigma points
-
getInnovation
RealVector getInnovation(T measurement, RealVector predictedMeasurement, RealVector predictedState, RealMatrix innovationCovarianceMatrix) Get the innovation brought by a measurement.- Parameters:
measurement
- measurement to processpredictedMeasurement
- predicted measurementpredictedState
- predicted stateinnovationCovarianceMatrix
- innovation covariance matrix- Returns:
- innovation brought by a measurement, may be null if measurement should be rejected
-