Interface UnscentedProcess<T extends Measurement>

    • Method Detail

      • 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