Package org.hipparchus.filtering.kalman.linear

Class LinearEvolution

java.lang.Object

org.hipparchus.filtering.kalman.linear.LinearEvolution

public class LinearEvolution
extends Object

Container for linear process evolution data.

Since:

1.3

See Also:

• LinearProcess

Constructor Summary

Constructors

Constructor	Description
LinearEvolution(RealMatrix stateTransitionMatrix, RealMatrix controlMatrix, RealVector command, RealMatrix processNoiseMatrix, RealMatrix measurementJacobian)	Simple constructor.

Method Summary

Modifier and Type	Method	Description
RealVector	getCommand()	Get the command uk-1.
RealMatrix	getControlMatrix()	Get the control matrix Bk-1.
RealMatrix	getMeasurementJacobian()	Get measurement Jacobian.
RealMatrix	getProcessNoiseMatrix()	Get the process noise matrix Qk-1.
RealMatrix	getStateTransitionMatrix()	Get the state transition matrix Ak-1.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

LinearEvolution

public LinearEvolution(RealMatrix stateTransitionMatrix,
 RealMatrix controlMatrix,
 RealVector command,
 RealMatrix processNoiseMatrix,
 RealMatrix measurementJacobian)

Simple constructor.

Parameters:

stateTransitionMatrix - state transition matrix A_k-1

controlMatrix - control matrix B_k-1 (can be null if the process is not controlled)

command - u_k-1. (can be null if the process is not controlled)

processNoiseMatrix - process noise matrix Q_k-1

measurementJacobian - Jacobian of the measurement with respect to the state (may be null if measurement should be ignored)

Method Details

getStateTransitionMatrix

public RealMatrix getStateTransitionMatrix()

Get the state transition matrix A_k-1.

Returns:

state transition matrix A_k-1

getControlMatrix

public RealMatrix getControlMatrix()

Get the control matrix B_k-1.

Returns:

control matrix B_k-1 (can be null if there is no control)

getCommand

public RealVector getCommand()

Get the command u_k-1.

Returns:

command vector u_k-1 (can be null if there is no control)

getProcessNoiseMatrix

public RealMatrix getProcessNoiseMatrix()

Get the process noise matrix Q_k-1.

Returns:

process noise matrix_k-1

getMeasurementJacobian

public RealMatrix getMeasurementJacobian()

Get measurement Jacobian.

Returns:

Jacobian of the measurement with respect to the state (may be null if measurement should be ignored)