Package org.hipparchus.filtering.kalman

Interface KalmanEstimate

All Known Subinterfaces:
KalmanFilter<T>
All Known Implementing Classes:
AbstractKalmanFilter, ExtendedKalmanFilter, LinearKalmanFilter, UnscentedKalmanFilter
public interface KalmanEstimate
Interface representing a Kalman estimate.
Since:
4.0

  • Method Details

    • 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