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
18 package org.hipparchus.filtering.kalman.linear;
19
20 import org.hipparchus.filtering.kalman.Measurement;
21
22 /**
23 * Linear process that can be estimated by a {@link LinearKalmanFilter}.
24 * <p>
25 * This interface must be implemented by users to represent the behavior
26 * of the process to be estimated
27 * </p>
28 * <p>
29 * A linear process is governed by the equation:
30 * \(
31 * x_k = A_{k-1} x_{k-1} + B_{k-1} u_{k-1} + w_{k-1}
32 * \)
33 * where</p>
34 * <ul>
35 * <li>A<sub>k-1</sub> is the state transition matrix in the absence of control,</li>
36 * <li>B<sub>k-1</sub> is the control matrix,</li>
37 * <li>u<sub>k-1</sub> is the command</li>
38 * <li>w<sub>k-1</sub> is the process noise, which has covariance matrix Q<sub>k-1</sub></li>
39 * </ul>
40 * @param <T> the type of the measurements
41 * @see LinearKalmanFilter
42 * @see org.hipparchus.filtering.kalman.extended.NonLinearProcess
43 * @since 1.3
44 */
45 public interface LinearProcess<T extends Measurement> {
46
47 /** Get the state evolution between two times.
48 * @param measurement measurement to process
49 * @return state evolution
50 */
51 LinearEvolution getEvolution(T measurement);
52
53 }