NonLinearEvolution.java

  1. /*
  2.  * Licensed to the Hipparchus project under one or more
  3.  * contributor license agreements.  See the NOTICE file distributed with
  4.  * this work for additional information regarding copyright ownership.
  5.  * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
  6.  * (the "License"); you may not use this file except in compliance with
  7.  * the License.  You may obtain a copy of the License at
  8.  *
  9.  *      https://www.apache.org/licenses/LICENSE-2.0
  10.  *
  11.  * Unless required by applicable law or agreed to in writing, software
  12.  * distributed under the License is distributed on an "AS IS" BASIS,
  13.  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  14.  * See the License for the specific language governing permissions and
  15.  * limitations under the License.
  16.  */

  17. package org.hipparchus.filtering.kalman.extended;

  18. import org.hipparchus.linear.RealMatrix;
  19. import org.hipparchus.linear.RealVector;

  20. /**
  21.  * Container for {@link NonLinearProcess non-linear process} evolution data.
  22.  * @see NonLinearProcess
  23.  * @since 1.3
  24.  */
  25. public class NonLinearEvolution {

  26.     /** Current time. */
  27.     private final double currentTime;

  28.     /** State vector at current time. */
  29.     private final RealVector currentState;

  30.     /** State transition matrix between previous and current state. */
  31.     private final RealMatrix stateTransitionMatrix;

  32.     /** Process noise matrix. */
  33.     private final RealMatrix processNoiseMatrix;

  34.     /** Jacobian of the measurement with respect to the state (may be null). */
  35.     private final RealMatrix measurementJacobian;

  36.     /** Simple constructor.
  37.      * @param currentTime current time
  38.      * @param currentState state vector at current time
  39.      * @param stateTransitionMatrix state transition matrix between previous and current state
  40.      * @param processNoiseMatrix process noise
  41.      * @param measurementJacobian Jacobian of the measurement with respect to the state
  42.      * (may be null if measurement should be ignored)
  43.      */
  44.     public NonLinearEvolution(final double currentTime, final RealVector currentState,
  45.                               final RealMatrix stateTransitionMatrix, final RealMatrix processNoiseMatrix,
  46.                               final RealMatrix measurementJacobian) {
  47.         this.currentTime           = currentTime;
  48.         this.currentState          = currentState;
  49.         this.stateTransitionMatrix = stateTransitionMatrix;
  50.         this.processNoiseMatrix    = processNoiseMatrix;
  51.         this.measurementJacobian   = measurementJacobian;
  52.     }

  53.     /** Get current time.
  54.      * @return current time
  55.      */
  56.     public double getCurrentTime() {
  57.         return currentTime;
  58.     }

  59.     /** Get current state.
  60.      * @return current state
  61.      */
  62.     public RealVector getCurrentState() {
  63.         return currentState;
  64.     }

  65.     /** Get state transition matrix between previous and current state.
  66.      * @return state transition matrix between previous and current state
  67.      */
  68.     public RealMatrix getStateTransitionMatrix() {
  69.         return stateTransitionMatrix;
  70.     }

  71.     /** Get process noise.
  72.      * @return process noise
  73.      */
  74.     public RealMatrix getProcessNoiseMatrix() {
  75.         return processNoiseMatrix;
  76.     }

  77.     /** Get measurement Jacobian.
  78.      * @return Jacobian of the measurement with respect to the state
  79.      * (may be null if measurement should be ignored)
  80.      */
  81.     public RealMatrix getMeasurementJacobian() {
  82.         return measurementJacobian;
  83.     }

  84. }