Class DefaultProcessModel

java.lang.Object
org.apache.commons.math3.filter.DefaultProcessModel
All Implemented Interfaces:
ProcessModel

public class DefaultProcessModel extends Object implements ProcessModel
Default implementation of a ProcessModel for the use with a KalmanFilter.
Since:
3.0
  • Field Details

    • stateTransitionMatrix

      private RealMatrix stateTransitionMatrix
      The state transition matrix, used to advance the internal state estimation each time-step.
    • controlMatrix

      private RealMatrix controlMatrix
      The control matrix, used to integrate a control input into the state estimation.
    • processNoiseCovMatrix

      private RealMatrix processNoiseCovMatrix
      The process noise covariance matrix.
    • initialStateEstimateVector

      private RealVector initialStateEstimateVector
      The initial state estimation of the observed process.
    • initialErrorCovMatrix

      private RealMatrix initialErrorCovMatrix
      The initial error covariance matrix of the observed process.
  • Constructor Details

    • DefaultProcessModel

      public DefaultProcessModel(double[][] stateTransition, double[][] control, double[][] processNoise, double[] initialStateEstimate, double[][] initialErrorCovariance) throws NullArgumentException, NoDataException, DimensionMismatchException
      Create a new ProcessModel, taking double arrays as input parameters.
      Parameters:
      stateTransition - the state transition matrix
      control - the control matrix
      processNoise - the process noise matrix
      initialStateEstimate - the initial state estimate vector
      initialErrorCovariance - the initial error covariance matrix
      Throws:
      NullArgumentException - if any of the input arrays is null
      NoDataException - if any row / column dimension of the input matrices is zero
      DimensionMismatchException - if any of the input matrices is non-rectangular
    • DefaultProcessModel

      public DefaultProcessModel(double[][] stateTransition, double[][] control, double[][] processNoise) throws NullArgumentException, NoDataException, DimensionMismatchException
      Create a new ProcessModel, taking double arrays as input parameters.

      The initial state estimate and error covariance are omitted and will be initialized by the KalmanFilter to default values.

      Parameters:
      stateTransition - the state transition matrix
      control - the control matrix
      processNoise - the process noise matrix
      Throws:
      NullArgumentException - if any of the input arrays is null
      NoDataException - if any row / column dimension of the input matrices is zero
      DimensionMismatchException - if any of the input matrices is non-rectangular
    • DefaultProcessModel

      public DefaultProcessModel(RealMatrix stateTransition, RealMatrix control, RealMatrix processNoise, RealVector initialStateEstimate, RealMatrix initialErrorCovariance)
      Create a new ProcessModel, taking double arrays as input parameters.
      Parameters:
      stateTransition - the state transition matrix
      control - the control matrix
      processNoise - the process noise matrix
      initialStateEstimate - the initial state estimate vector
      initialErrorCovariance - the initial error covariance matrix
  • Method Details