Interface LinearProcess<T extends Measurement>

  • Type Parameters:
    T - the type of the measurements

    public interface LinearProcess<T extends Measurement>
    Linear process that can be estimated by a LinearKalmanFilter.

    This interface must be implemented by users to represent the behavior of the process to be estimated

    A linear process is governed by the equation: \( x_k = A_{k-1} x_{k-1} + B_{k-1} u_{k-1} + w_{k-1} \) where

    • Ak-1 is the state transition matrix in the absence of control,
    • Bk-1 is the control matrix,
    • uk-1 is the command
    • wk-1 is the process noise, which has covariance matrix Qk-1
    See Also:
    LinearKalmanFilter, NonLinearProcess
    • Method Detail

      • getEvolution

        LinearEvolution getEvolution​(T measurement)
        Get the state evolution between two times.
        measurement - measurement to process
        state evolution