1 /*
2 * Licensed to the Hipparchus project under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.hipparchus.filtering.kalman;
18
19 import org.hipparchus.linear.RealMatrix;
20
21 /** Interface representing a Kalman estimate.
22 * @since 4.0
23 */
24 public interface KalmanEstimate {
25
26 /** Get the current predicted state.
27 * @return current predicted state
28 */
29 ProcessEstimate getPredicted();
30
31 /** Get the current corrected state.
32 * @return current corrected state
33 */
34 ProcessEstimate getCorrected();
35
36 /** Get the cross-covariance between the previous state and the prediction.
37 * Not required for forward filtering, but required for the smoother.
38 * @return cross-covariance
39 */
40 RealMatrix getStateCrossCovariance();
41
42 }