Method Detail

• getStateTransitionMatrix

  RealMatrix getStateTransitionMatrix()

  Returns the state transition matrix.

  Returns:

  the state transition matrix

• getControlMatrix

  RealMatrix getControlMatrix()

  Returns the control matrix.

  Returns:

  the control matrix

• getProcessNoise

  RealMatrix getProcessNoise()

  Returns the process noise matrix. This method is called by the KalmanFilter every prediction step, so implementations of this interface may return a modified process noise depending on the current iteration step.

  Returns:

  the process noise matrix

  See Also:

  KalmanFilter.predict(), KalmanFilter.predict(double[]), KalmanFilter.predict(RealVector)

• getInitialStateEstimate

  RealVector getInitialStateEstimate()

  Returns the initial state estimation vector.

  Note: if the return value is zero, the Kalman filter will initialize the state estimation with a zero vector.

  Returns:

  the initial state estimation vector

• getInitialErrorCovariance

  RealMatrix getInitialErrorCovariance()

  Returns the initial error covariance matrix.

  Note: if the return value is zero, the Kalman filter will initialize the error covariance with the process noise matrix.

  Returns:

  the initial error covariance matrix