Package org.hipparchus.filtering.kalman

Interface KalmanFilter<T extends Measurement>

Type Parameters:
T - the type of the measurements
All Known Implementing Classes:
AbstractKalmanFilter, ExtendedKalmanFilter, LinearKalmanFilter, UnscentedKalmanFilter
public interface KalmanFilter<T extends Measurement>
Interface representing a Kalman filter.
Since:
1.3

  • Method Details

    • estimationStep

      ProcessEstimate estimationStep(T measurement) throws MathRuntimeException
      Perform one estimation step.
      Parameters:
      measurement - single measurement to handle
      Returns:
      estimated state after measurement has been considered
      Throws:
      MathRuntimeException - if estimation fails

    • getPredicted

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

    • getCorrected

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