Package org.hipparchus.filtering.kalman.unscented

Interface UnscentedProcess<T extends Measurement>

Type Parameters:
T - the type of the measurements
public interface UnscentedProcess<T extends Measurement>
Unscented process that can be estimated by a UnscentedKalmanFilter.

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

Since:
2.2
See Also:

  • Method Details

    • getEvolution

      UnscentedEvolution getEvolution(double previousTime, RealVector[] sigmaPoints, T measurement)
      Get the state evolution between two times.
      Parameters:
      previousTime - time of the previous state
      sigmaPoints - sigma points
      measurement - measurement to process
      Returns:
      states evolution

    • getPredictedMeasurements

      RealVector[] getPredictedMeasurements(RealVector[] predictedSigmaPoints, T measurement)
      Get the state evolution between two times.
      Parameters:
      predictedSigmaPoints - predicted state sigma points
      measurement - measurement to process
      Returns:
      predicted measurement sigma points

    • getInnovation

      RealVector getInnovation(T measurement, RealVector predictedMeasurement, RealVector predictedState, RealMatrix innovationCovarianceMatrix)
      Get the innovation brought by a measurement.
      Parameters:
      measurement - measurement to process
      predictedMeasurement - predicted measurement
      predictedState - predicted state
      innovationCovarianceMatrix - innovation covariance matrix
      Returns:
      innovation brought by a measurement, may be null if measurement should be rejected