Interface KalmanEstimate

    • Method Detail

      • getPredicted

        ProcessEstimate getPredicted()
        Get the current predicted state.
        Returns:
        current predicted state
      • getCorrected

        ProcessEstimate getCorrected()
        Get the current corrected state.
        Returns:
        current corrected state
      • getStateCrossCovariance

        RealMatrix getStateCrossCovariance()
        Get the cross-covariance between the previous state and the prediction. Not required for forward filtering, but required for the smoother.
        Returns:
        cross-covariance