| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math4.filter; |
| |
| import org.apache.commons.math4.linear.RealMatrix; |
| import org.apache.commons.math4.linear.RealVector; |
| |
| /** |
| * Defines the process dynamics model for the use with a {@link KalmanFilter}. |
| * |
| * @since 3.0 |
| */ |
| public interface ProcessModel { |
| /** |
| * Returns the state transition matrix. |
| * |
| * @return the state transition matrix |
| */ |
| RealMatrix getStateTransitionMatrix(); |
| |
| /** |
| * Returns the control matrix. |
| * |
| * @return the control matrix |
| */ |
| RealMatrix getControlMatrix(); |
| |
| /** |
| * Returns the process noise matrix. This method is called by the {@link KalmanFilter} every |
| * prediction step, so implementations of this interface may return a modified process noise |
| * depending on the current iteration step. |
| * |
| * @return the process noise matrix |
| * @see KalmanFilter#predict() |
| * @see KalmanFilter#predict(double[]) |
| * @see KalmanFilter#predict(RealVector) |
| */ |
| RealMatrix getProcessNoise(); |
| |
| /** |
| * Returns the initial state estimation vector. |
| * <p> |
| * <b>Note:</b> if the return value is zero, the Kalman filter will initialize the |
| * state estimation with a zero vector. |
| * |
| * @return the initial state estimation vector |
| */ |
| RealVector getInitialStateEstimate(); |
| |
| /** |
| * Returns the initial error covariance matrix. |
| * <p> |
| * <b>Note:</b> if the return value is zero, the Kalman filter will initialize the |
| * error covariance with the process noise matrix. |
| * |
| * @return the initial error covariance matrix |
| */ |
| RealMatrix getInitialErrorCovariance(); |
| } |