/* * 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.math3.filter; import org.apache.commons.math3.linear.RealMatrix; import org.apache.commons.math3.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(); }