ProcessModel
org.apache.commons.math3.filter

Interface ProcessModel

    • Method Detail

      • getStateTransitionMatrix

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

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

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