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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 KalmanFilter.
Since:3.0
/** * Defines the process dynamics model for the use with a {@link KalmanFilter}. * * @since 3.0 */
public interface ProcessModel {
Returns the state transition matrix.
Returns:the state transition matrix
/** * Returns the state transition matrix. * * @return the state transition matrix */
RealMatrix getStateTransitionMatrix();
Returns the control matrix.
Returns:the control matrix
/** * Returns the control matrix. * * @return the control matrix */
RealMatrix getControlMatrix();
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.
See Also:
Returns:the process noise matrix
/** * 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.

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
/** * 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.

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
/** * 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(); }