Interface ProcessModel

All Known Implementing Classes:
DefaultProcessModel

public interface ProcessModel
Defines the process dynamics model for the use with a KalmanFilter.
Since:
3.0
  • Method Details

    • getStateTransitionMatrix

      RealMatrix getStateTransitionMatrix()
      Returns the state transition matrix.
      Returns:
      the state transition matrix
    • getControlMatrix

      RealMatrix getControlMatrix()
      Returns the control matrix.
      Returns:
      the control matrix
    • getProcessNoise

      RealMatrix getProcessNoise()
      Returns the process noise matrix. This method is called by the KalmanFilter every prediction step, so implementations of this interface may return a modified process noise depending on the current iteration step.
      Returns:
      the process noise matrix
      See Also:
    • getInitialStateEstimate

      RealVector getInitialStateEstimate()
      Returns the initial state estimation vector.

      Note: if the return value is zero, the Kalman filter will initialize the state estimation with a zero vector.

      Returns:
      the initial state estimation vector
    • getInitialErrorCovariance

      RealMatrix getInitialErrorCovariance()
      Returns the initial error covariance matrix.

      Note: if the return value is zero, the Kalman filter will initialize the error covariance with the process noise matrix.

      Returns:
      the initial error covariance matrix