Index (Hipparchus::Filtering Algorithms 3.1 API)

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A

AbstractKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman: Shared parts between linear and non-linear Kalman filters.
AbstractKalmanFilter(MatrixDecomposer, ProcessEstimate) - Constructor for class org.hipparchus.filtering.kalman.AbstractKalmanFilter: Simple constructor.

C

computeInnovationCovarianceMatrix(RealMatrix, RealMatrix) - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter: Compute innovation covariance matrix.
correct(T, RealMatrix, RealVector, RealMatrix, RealMatrix) - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter: Perform correction step.

E

estimationStep(T) - Method in class org.hipparchus.filtering.kalman.extended.ExtendedKalmanFilter: Perform one estimation step.
estimationStep(T) - Method in interface org.hipparchus.filtering.kalman.KalmanFilter: Perform one estimation step.
estimationStep(T) - Method in class org.hipparchus.filtering.kalman.linear.LinearKalmanFilter: Perform one estimation step.
estimationStep(T) - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter: Perform one estimation step.
ExtendedKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman.extended: Kalman filter for non-linear process.
ExtendedKalmanFilter(MatrixDecomposer, NonLinearProcess<T>, ProcessEstimate) - Constructor for class org.hipparchus.filtering.kalman.extended.ExtendedKalmanFilter: Simple constructor.

G

getCommand() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution: Get the command u_k-1.
getControlMatrix() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution: Get the control matrix B_k-1.
getCorrected() - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter: Get the corrected state.
getCorrected() - Method in interface org.hipparchus.filtering.kalman.KalmanFilter: Get the current corrected state.
getCorrected() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter: Get the corrected state.
getCovariance() - Method in interface org.hipparchus.filtering.kalman.Measurement: Get the measurement covariance.
getCovariance() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate: Get the state covariance.
getCurrentState() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution: Get current state.
getCurrentStates() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution: Get current states.
getCurrentTime() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution: Get current time.
getCurrentTime() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution: Get current time.
getEvolution(double, RealVector[], T) - Method in interface org.hipparchus.filtering.kalman.unscented.UnscentedProcess: Get the state evolution between two times.
getEvolution(double, RealVector, T) - Method in interface org.hipparchus.filtering.kalman.extended.NonLinearProcess: Get the state evolution between two times.
getEvolution(T) - Method in interface org.hipparchus.filtering.kalman.linear.LinearProcess: Get the state evolution between two times.
getInnovation(T, NonLinearEvolution, RealMatrix) - Method in interface org.hipparchus.filtering.kalman.extended.NonLinearProcess: Get the innovation brought by a measurement.
getInnovation(T, RealVector, RealVector, RealMatrix) - Method in interface org.hipparchus.filtering.kalman.unscented.UnscentedProcess: Get the innovation brought by a measurement.
getInnovationCovariance() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate: Get the innovation covariance matrix.
getKalmanGain() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate: Get the Kalman gain matrix.
getMeasurementJacobian() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution: Get measurement Jacobian.
getMeasurementJacobian() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution: Get measurement Jacobian.
getMeasurementJacobian() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate: Get the Jacobian of the measurement with respect to the state (H matrix).
getPredicted() - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter: Get the predicted state.
getPredicted() - Method in interface org.hipparchus.filtering.kalman.KalmanFilter: Get the current predicted state.
getPredicted() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter: Get the predicted state.
getPredictedMeasurements(RealVector[], T) - Method in interface org.hipparchus.filtering.kalman.unscented.UnscentedProcess: Get the state evolution between two times.
getProcessNoiseMatrix() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution: Get process noise.
getProcessNoiseMatrix() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution: Get the process noise matrix Q_k-1.
getProcessNoiseMatrix() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution: Get process noise.
getState() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate: Get the state vector.
getStateTransitionMatrix() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution: Get state transition matrix between previous and current state.
getStateTransitionMatrix() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution: Get the state transition matrix A_k-1.
getStateTransitionMatrix() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate: Get state transition matrix between previous state and estimated (but not yet corrected) state.
getTime() - Method in interface org.hipparchus.filtering.kalman.Measurement: Get the process time.
getTime() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate: Get the process time.
getUnscentedTransformProvider() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter: Get the unscented transform provider.
getValue() - Method in interface org.hipparchus.filtering.kalman.Measurement: Get the measurement vector.

K

KalmanFilter<T extends Measurement> - Interface in org.hipparchus.filtering.kalman: Interface representing a Kalman filter.

L

LinearEvolution - Class in org.hipparchus.filtering.kalman.linear: Container for linear process evolution data.
LinearEvolution(RealMatrix, RealMatrix, RealVector, RealMatrix, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.linear.LinearEvolution: Simple constructor.
LinearKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman.linear: Kalman filter for linear process.
LinearKalmanFilter(MatrixDecomposer, LinearProcess<T>, ProcessEstimate) - Constructor for class org.hipparchus.filtering.kalman.linear.LinearKalmanFilter: Simple constructor.
LinearProcess<T extends Measurement> - Interface in org.hipparchus.filtering.kalman.linear: Linear process that can be estimated by a LinearKalmanFilter.

M

Measurement - Interface in org.hipparchus.filtering.kalman: Interface defining a measurement on process.

N

NonLinearEvolution - Class in org.hipparchus.filtering.kalman.extended: Container for non-linear process evolution data.
NonLinearEvolution(double, RealVector, RealMatrix, RealMatrix, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.extended.NonLinearEvolution: Simple constructor.
NonLinearProcess<T extends Measurement> - Interface in org.hipparchus.filtering.kalman.extended: Non-linear process that can be estimated by a ExtendedKalmanFilter.

O

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

P

predict(double, RealVector, RealMatrix, RealMatrix) - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter: Perform prediction step.
predictionAndCorrectionSteps(T, RealVector[]) - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter: This method perform the prediction and correction steps of the Unscented Kalman Filter.
ProcessEstimate - Class in org.hipparchus.filtering.kalman: Holder for process state and covariance.
ProcessEstimate(double, RealVector, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.ProcessEstimate: Simple constructor.
ProcessEstimate(double, RealVector, RealMatrix, RealMatrix, RealMatrix, RealMatrix, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.ProcessEstimate: Simple constructor.

U

UnscentedEvolution - Class in org.hipparchus.filtering.kalman.unscented: Container for unscented process evolution data.
UnscentedEvolution(double, RealVector[], RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution: Constructor.
UnscentedKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman.unscented: Unscented Kalman filter for unscented process.
UnscentedKalmanFilter(MatrixDecomposer, UnscentedProcess<T>, ProcessEstimate, UnscentedTransformProvider) - Constructor for class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter: Simple constructor.
UnscentedProcess<T extends Measurement> - Interface in org.hipparchus.filtering.kalman.unscented: Unscented process that can be estimated by a UnscentedKalmanFilter.

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