Package org.hipparchus.filtering.kalman

package org.hipparchus.filtering.kalman

Kalman filter.

Since:

1.3

Related Packages

Package	Description
org.hipparchus.filtering	Filtering algorithms, including Kalman filtering).
org.hipparchus.filtering.kalman.extended	Kalman filter implementation for non-linear processes.
org.hipparchus.filtering.kalman.linear	Kalman filter implementation for linear processes.
org.hipparchus.filtering.kalman.unscented	Unscented Kalman filter implementation.

Class	Description
AbstractKalmanFilter<T extends Measurement>	Shared parts between linear and non-linear Kalman filters.
KalmanEstimate	Interface representing a Kalman estimate.
KalmanFilter<T extends Measurement>	Interface representing a Kalman filter.
KalmanObserver	Observer for Kalman filter recursions.
KalmanSmoother	Kalman smoother for linear, extended or unscented filters.
Measurement	Interface defining a measurement on process.
ProcessEstimate	Holder for process state and covariance.