Class DefaultProcessModel

    • Constructor Detail

      • DefaultProcessModel

        public DefaultProcessModel​(double[][] stateTransition,
                                   double[][] control,
                                   double[][] processNoise,
                                   double[] initialStateEstimate,
                                   double[][] initialErrorCovariance)
                            throws NullArgumentException,
                                   NoDataException,
                                   DimensionMismatchException
        Create a new ProcessModel, taking double arrays as input parameters.
        Parameters:
        stateTransition - the state transition matrix
        control - the control matrix
        processNoise - the process noise matrix
        initialStateEstimate - the initial state estimate vector
        initialErrorCovariance - the initial error covariance matrix
        Throws:
        NullArgumentException - if any of the input arrays is null
        NoDataException - if any row / column dimension of the input matrices is zero
        DimensionMismatchException - if any of the input matrices is non-rectangular
      • DefaultProcessModel

        public DefaultProcessModel​(double[][] stateTransition,
                                   double[][] control,
                                   double[][] processNoise)
                            throws NullArgumentException,
                                   NoDataException,
                                   DimensionMismatchException
        Create a new ProcessModel, taking double arrays as input parameters.

        The initial state estimate and error covariance are omitted and will be initialized by the KalmanFilter to default values.

        Parameters:
        stateTransition - the state transition matrix
        control - the control matrix
        processNoise - the process noise matrix
        Throws:
        NullArgumentException - if any of the input arrays is null
        NoDataException - if any row / column dimension of the input matrices is zero
        DimensionMismatchException - if any of the input matrices is non-rectangular
      • DefaultProcessModel

        public DefaultProcessModel​(RealMatrix stateTransition,
                                   RealMatrix control,
                                   RealMatrix processNoise,
                                   RealVector initialStateEstimate,
                                   RealMatrix initialErrorCovariance)
        Create a new ProcessModel, taking double arrays as input parameters.
        Parameters:
        stateTransition - the state transition matrix
        control - the control matrix
        processNoise - the process noise matrix
        initialStateEstimate - the initial state estimate vector
        initialErrorCovariance - the initial error covariance matrix