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 * The ASF licenses this file to You under the Apache License, Version 2.0
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package org.apache.commons.math3.filter;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NoDataException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.RealVector;

Default implementation of a ProcessModel for the use with a KalmanFilter.
Since:3.0
/** * Default implementation of a {@link ProcessModel} for the use with a {@link KalmanFilter}. * * @since 3.0 */
public class DefaultProcessModel implements ProcessModel {
The state transition matrix, used to advance the internal state estimation each time-step.
/** * The state transition matrix, used to advance the internal state estimation each time-step. */
private RealMatrix stateTransitionMatrix;
The control matrix, used to integrate a control input into the state estimation.
/** * The control matrix, used to integrate a control input into the state estimation. */
private RealMatrix controlMatrix;
The process noise covariance matrix.
/** The process noise covariance matrix. */
private RealMatrix processNoiseCovMatrix;
The initial state estimation of the observed process.
/** The initial state estimation of the observed process. */
private RealVector initialStateEstimateVector;
The initial error covariance matrix of the observed process.
/** The initial error covariance matrix of the observed process. */
private RealMatrix initialErrorCovMatrix;
Create a new ProcessModel, taking double arrays as input parameters.
Params:
  • 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:
/** * Create a new {@link ProcessModel}, taking double arrays as input parameters. * * @param stateTransition * the state transition matrix * @param control * the control matrix * @param processNoise * the process noise matrix * @param initialStateEstimate * the initial state estimate vector * @param initialErrorCovariance * the initial error covariance matrix * @throws NullArgumentException * if any of the input arrays is {@code null} * @throws NoDataException * if any row / column dimension of the input matrices is zero * @throws DimensionMismatchException * if any of the input matrices is non-rectangular */
public DefaultProcessModel(final double[][] stateTransition, final double[][] control, final double[][] processNoise, final double[] initialStateEstimate, final double[][] initialErrorCovariance) throws NullArgumentException, NoDataException, DimensionMismatchException { this(new Array2DRowRealMatrix(stateTransition), new Array2DRowRealMatrix(control), new Array2DRowRealMatrix(processNoise), new ArrayRealVector(initialStateEstimate), new Array2DRowRealMatrix(initialErrorCovariance)); }
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.

Params:
  • stateTransition – the state transition matrix
  • control – the control matrix
  • processNoise – the process noise matrix
Throws:
/** * Create a new {@link ProcessModel}, taking double arrays as input parameters. * <p> * The initial state estimate and error covariance are omitted and will be initialized by the * {@link KalmanFilter} to default values. * * @param stateTransition * the state transition matrix * @param control * the control matrix * @param processNoise * the process noise matrix * @throws NullArgumentException * if any of the input arrays is {@code null} * @throws NoDataException * if any row / column dimension of the input matrices is zero * @throws DimensionMismatchException * if any of the input matrices is non-rectangular */
public DefaultProcessModel(final double[][] stateTransition, final double[][] control, final double[][] processNoise) throws NullArgumentException, NoDataException, DimensionMismatchException { this(new Array2DRowRealMatrix(stateTransition), new Array2DRowRealMatrix(control), new Array2DRowRealMatrix(processNoise), null, null); }
Create a new ProcessModel, taking double arrays as input parameters.
Params:
  • 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
/** * Create a new {@link ProcessModel}, taking double arrays as input parameters. * * @param stateTransition * the state transition matrix * @param control * the control matrix * @param processNoise * the process noise matrix * @param initialStateEstimate * the initial state estimate vector * @param initialErrorCovariance * the initial error covariance matrix */
public DefaultProcessModel(final RealMatrix stateTransition, final RealMatrix control, final RealMatrix processNoise, final RealVector initialStateEstimate, final RealMatrix initialErrorCovariance) { this.stateTransitionMatrix = stateTransition; this.controlMatrix = control; this.processNoiseCovMatrix = processNoise; this.initialStateEstimateVector = initialStateEstimate; this.initialErrorCovMatrix = initialErrorCovariance; }
{@inheritDoc}
/** {@inheritDoc} */
public RealMatrix getStateTransitionMatrix() { return stateTransitionMatrix; }
{@inheritDoc}
/** {@inheritDoc} */
public RealMatrix getControlMatrix() { return controlMatrix; }
{@inheritDoc}
/** {@inheritDoc} */
public RealMatrix getProcessNoise() { return processNoiseCovMatrix; }
{@inheritDoc}
/** {@inheritDoc} */
public RealVector getInitialStateEstimate() { return initialStateEstimateVector; }
{@inheritDoc}
/** {@inheritDoc} */
public RealMatrix getInitialErrorCovariance() { return initialErrorCovMatrix; } }