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 Summary

Modifier and Type	Method	Description
ProcessEstimate	getCorrected()	Get the current corrected state.
ProcessEstimate	getPredicted()	Get the current predicted state.
RealMatrix	getStateCrossCovariance()	Get the cross-covariance between the previous state and the prediction.

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