org.hipparchus.filtering.kalman.linear.LinearProcess Maven / Gradle / Ivy

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 * Licensed to the Hipparchus project under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The Hipparchus project 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
 *
 *      https://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,
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 * See the License for the specific language governing permissions and
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package org.hipparchus.filtering.kalman.linear;

import org.hipparchus.filtering.kalman.Measurement;

/**
 * Linear process that can be estimated by a {@link LinearKalmanFilter}.
 * 
 * This interface must be implemented by users to represent the behavior
 * of the process to be estimated
 * 
 * 
 * A linear process is governed by the equation:
 * \(
 *  x_k = A_{k-1} x_{k-1} + B_{k-1} u_{k-1} + w_{k-1}
 * \)
 * where
 * 
 *   A_k-1 is the state transition matrix in the absence of control,
 *   B_k-1 is the control matrix,
 *   u_k-1 is the command
 *   w_k-1 is the process noise, which has covariance matrix Q_k-1
 * 
 * @param  the type of the measurements
 * @see LinearKalmanFilter
 * @see org.hipparchus.filtering.kalman.extended.NonLinearProcess
 * @since 1.3
 */
public interface LinearProcess {

    /** Get the state evolution between two times.
     * @param measurement measurement to process
     * @return state evolution
     */
    LinearEvolution getEvolution(T measurement);

}