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A

AbstractKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman
Shared parts between linear and non-linear Kalman filters.
AbstractKalmanFilter(MatrixDecomposer, ProcessEstimate) - Constructor for class org.hipparchus.filtering.kalman.AbstractKalmanFilter
Simple constructor.

C

computeInnovationCovarianceMatrix(RealMatrix, RealMatrix) - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter
Compute innovation covariance matrix.
correct(T, RealMatrix, RealVector, RealMatrix, RealMatrix) - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter
Perform correction step.

E

estimationStep(T) - Method in class org.hipparchus.filtering.kalman.extended.ExtendedKalmanFilter
Perform one estimation step.
estimationStep(T) - Method in interface org.hipparchus.filtering.kalman.KalmanFilter
Perform one estimation step.
estimationStep(T) - Method in class org.hipparchus.filtering.kalman.linear.LinearKalmanFilter
Perform one estimation step.
estimationStep(T) - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter
Perform one estimation step.
ExtendedKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman.extended
Kalman filter for non-linear process.
ExtendedKalmanFilter(MatrixDecomposer, NonLinearProcess<T>, ProcessEstimate) - Constructor for class org.hipparchus.filtering.kalman.extended.ExtendedKalmanFilter
Simple constructor.

G

getCommand() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution
Get the command uk-1.
getControlMatrix() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution
Get the control matrix Bk-1.
getCorrected() - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter
Get the corrected state.
getCorrected() - Method in interface org.hipparchus.filtering.kalman.KalmanFilter
Get the current corrected state.
getCorrected() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter
Get the corrected state.
getCovariance() - Method in interface org.hipparchus.filtering.kalman.Measurement
Get the measurement covariance.
getCovariance() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate
Get the state covariance.
getCurrentState() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution
Get current state.
getCurrentStates() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution
Get current states.
getCurrentTime() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution
Get current time.
getCurrentTime() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution
Get current time.
getEvolution(double, RealVector[], T) - Method in interface org.hipparchus.filtering.kalman.unscented.UnscentedProcess
Get the state evolution between two times.
getEvolution(double, RealVector, T) - Method in interface org.hipparchus.filtering.kalman.extended.NonLinearProcess
Get the state evolution between two times.
getEvolution(T) - Method in interface org.hipparchus.filtering.kalman.linear.LinearProcess
Get the state evolution between two times.
getInnovation(T, NonLinearEvolution, RealMatrix) - Method in interface org.hipparchus.filtering.kalman.extended.NonLinearProcess
Get the innovation brought by a measurement.
getInnovation(T, RealVector, RealVector, RealMatrix) - Method in interface org.hipparchus.filtering.kalman.unscented.UnscentedProcess
Get the innovation brought by a measurement.
getInnovationCovariance() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate
Get the innovation covariance matrix.
getKalmanGain() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate
Get the Kalman gain matrix.
getMeasurementJacobian() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution
Get measurement Jacobian.
getMeasurementJacobian() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution
Get measurement Jacobian.
getMeasurementJacobian() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate
Get the Jacobian of the measurement with respect to the state (H matrix).
getPredicted() - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter
Get the predicted state.
getPredicted() - Method in interface org.hipparchus.filtering.kalman.KalmanFilter
Get the current predicted state.
getPredicted() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter
Get the predicted state.
getPredictedMeasurements(RealVector[], T) - Method in interface org.hipparchus.filtering.kalman.unscented.UnscentedProcess
Get the state evolution between two times.
getProcessNoiseMatrix() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution
Get process noise.
getProcessNoiseMatrix() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution
Get the process noise matrix Qk-1.
getProcessNoiseMatrix() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution
Get process noise.
getState() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate
Get the state vector.
getStateTransitionMatrix() - Method in class org.hipparchus.filtering.kalman.extended.NonLinearEvolution
Get state transition matrix between previous and current state.
getStateTransitionMatrix() - Method in class org.hipparchus.filtering.kalman.linear.LinearEvolution
Get the state transition matrix Ak-1.
getStateTransitionMatrix() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate
Get state transition matrix between previous state and estimated (but not yet corrected) state.
getTime() - Method in interface org.hipparchus.filtering.kalman.Measurement
Get the process time.
getTime() - Method in class org.hipparchus.filtering.kalman.ProcessEstimate
Get the process time.
getUnscentedTransformProvider() - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter
Get the unscented transform provider.
getValue() - Method in interface org.hipparchus.filtering.kalman.Measurement
Get the measurement vector.

K

KalmanFilter<T extends Measurement> - Interface in org.hipparchus.filtering.kalman
Interface representing a Kalman filter.

L

LinearEvolution - Class in org.hipparchus.filtering.kalman.linear
Container for linear process evolution data.
LinearEvolution(RealMatrix, RealMatrix, RealVector, RealMatrix, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.linear.LinearEvolution
Simple constructor.
LinearKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman.linear
Kalman filter for linear process.
LinearKalmanFilter(MatrixDecomposer, LinearProcess<T>, ProcessEstimate) - Constructor for class org.hipparchus.filtering.kalman.linear.LinearKalmanFilter
Simple constructor.
LinearProcess<T extends Measurement> - Interface in org.hipparchus.filtering.kalman.linear
Linear process that can be estimated by a LinearKalmanFilter.

M

Measurement - Interface in org.hipparchus.filtering.kalman
Interface defining a measurement on process.

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NonLinearEvolution - Class in org.hipparchus.filtering.kalman.extended
Container for non-linear process evolution data.
NonLinearEvolution(double, RealVector, RealMatrix, RealMatrix, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.extended.NonLinearEvolution
Simple constructor.
NonLinearProcess<T extends Measurement> - Interface in org.hipparchus.filtering.kalman.extended
Non-linear process that can be estimated by a ExtendedKalmanFilter.

O

org.hipparchus.filtering - package org.hipparchus.filtering
Filtering algorithms, including Kalman filtering).
org.hipparchus.filtering.kalman - package org.hipparchus.filtering.kalman
Kalman filter.
org.hipparchus.filtering.kalman.extended - package org.hipparchus.filtering.kalman.extended
Kalman filter implementation for non-linear processes.
org.hipparchus.filtering.kalman.linear - package org.hipparchus.filtering.kalman.linear
Kalman filter implementation for linear processes.
org.hipparchus.filtering.kalman.unscented - package org.hipparchus.filtering.kalman.unscented
Unscented Kalman filter implementation.

P

predict(double, RealVector, RealMatrix, RealMatrix) - Method in class org.hipparchus.filtering.kalman.AbstractKalmanFilter
Perform prediction step.
predictionAndCorrectionSteps(T, RealVector[]) - Method in class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter
This method perform the prediction and correction steps of the Unscented Kalman Filter.
ProcessEstimate - Class in org.hipparchus.filtering.kalman
Holder for process state and covariance.
ProcessEstimate(double, RealVector, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.ProcessEstimate
Simple constructor.
ProcessEstimate(double, RealVector, RealMatrix, RealMatrix, RealMatrix, RealMatrix, RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.ProcessEstimate
Simple constructor.

U

UnscentedEvolution - Class in org.hipparchus.filtering.kalman.unscented
Container for unscented process evolution data.
UnscentedEvolution(double, RealVector[], RealMatrix) - Constructor for class org.hipparchus.filtering.kalman.unscented.UnscentedEvolution
Constructor.
UnscentedKalmanFilter<T extends Measurement> - Class in org.hipparchus.filtering.kalman.unscented
Unscented Kalman filter for unscented process.
UnscentedKalmanFilter(MatrixDecomposer, UnscentedProcess<T>, ProcessEstimate, UnscentedTransformProvider) - Constructor for class org.hipparchus.filtering.kalman.unscented.UnscentedKalmanFilter
Simple constructor.
UnscentedProcess<T extends Measurement> - Interface in org.hipparchus.filtering.kalman.unscented
Unscented process that can be estimated by a UnscentedKalmanFilter.
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