Package org.apache.commons.math3.filter
Interface ProcessModel
- All Known Implementing Classes:
DefaultProcessModel
public interface ProcessModel
Defines the process dynamics model for the use with a
KalmanFilter
.- Since:
- 3.0
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Method Summary
Modifier and TypeMethodDescriptionReturns the control matrix.Returns the initial error covariance matrix.Returns the initial state estimation vector.Returns the process noise matrix.Returns the state transition matrix.
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Method Details
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getStateTransitionMatrix
RealMatrix getStateTransitionMatrix()Returns the state transition matrix.- Returns:
- the state transition matrix
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getControlMatrix
RealMatrix getControlMatrix()Returns the control matrix.- Returns:
- the control matrix
-
getProcessNoise
RealMatrix getProcessNoise()Returns the process noise matrix. This method is called by theKalmanFilter
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:
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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
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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
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