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diff --git a/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/filter/KalmanFilter.html b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/filter/KalmanFilter.html new file mode 100644 index 0000000..c051598 --- /dev/null +++ b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/filter/KalmanFilter.html @@ -0,0 +1,515 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<!-- NewPage --> +<html lang="en"> +<head> +<meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> +<title>KalmanFilter (Apache Commons Math 3.6.1 API)</title> +<link rel="stylesheet" type="text/css" href="../../../../../stylesheet.css" title="Style"> +</head> +<body> +<script type="text/javascript"><!-- + if (location.href.indexOf('is-external=true') == -1) { + parent.document.title="KalmanFilter (Apache Commons Math 3.6.1 API)"; + } +//--> +</script> +<noscript> +<div>JavaScript is disabled on your browser.</div> +</noscript> +<!-- ========= START OF TOP NAVBAR ======= --> +<div class="topNav"><a name="navbar_top"> +<!-- --> +</a><a href="#skip-navbar_top" title="Skip navigation links"></a><a name="navbar_top_firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../overview-summary.html">Overview</a></li> +<li><a href="package-summary.html">Package</a></li> +<li class="navBarCell1Rev">Class</li> +<li><a href="class-use/KalmanFilter.html">Use</a></li> +<li><a href="package-tree.html">Tree</a></li> +<li><a href="../../../../../deprecated-list.html">Deprecated</a></li> +<li><a href="../../../../../index-all.html">Index</a></li> +<li><a href="../../../../../help-doc.html">Help</a></li> +</ul> +<div class="aboutLanguage"><em><script type="text/javascript" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script></em></div> +</div> +<div class="subNav"> +<ul class="navList"> +<li><a href="../../../../../org/apache/commons/math3/filter/DefaultProcessModel.html" title="class in org.apache.commons.math3.filter"><span class="strong">Prev Class</span></a></li> +<li><a href="../../../../../org/apache/commons/math3/filter/MeasurementModel.html" title="interface in org.apache.commons.math3.filter"><span class="strong">Next Class</span></a></li> +</ul> +<ul class="navList"> +<li><a href="../../../../../index.html?org/apache/commons/math3/filter/KalmanFilter.html" target="_top">Frames</a></li> +<li><a href="KalmanFilter.html" target="_top">No Frames</a></li> +</ul> +<ul class="navList" id="allclasses_navbar_top"> +<li><a href="../../../../../allclasses-noframe.html">All Classes</a></li> +</ul> +<div> +<script type="text/javascript"><!-- + allClassesLink = document.getElementById("allclasses_navbar_top"); 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The parameter names used in the respective models + correspond to the following names commonly used in the mathematical + literature: + <ul> + <li>A - state transition matrix</li> + <li>B - control input matrix</li> + <li>H - measurement matrix</li> + <li>Q - process noise covariance matrix</li> + <li>R - measurement noise covariance matrix</li> + <li>P - error covariance matrix</li> + </ul></div> +<dl><dt><span class="strong">Since:</span></dt> + <dd>3.0</dd> +<dt><span class="strong">See Also:</span></dt><dd><a href="http://www.cs.unc.edu/~welch/kalman/">Kalman filter + resources</a>, +<a href="http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf">An + introduction to the Kalman filter by Greg Welch and Gary Bishop</a>, +<a href="http://academic.csuohio.edu/simond/courses/eec644/kalman.pdf"> + Kalman filter example by Dan Simon</a>, +<a href="../../../../../org/apache/commons/math3/filter/ProcessModel.html" title="interface in org.apache.commons.math3.filter"><code>ProcessModel</code></a>, +<a href="../../../../../org/apache/commons/math3/filter/MeasurementModel.html" title="interface in org.apache.commons.math3.filter"><code>MeasurementModel</code></a></dd></dl> +</li> +</ul> +</div> +<div class="summary"> +<ul class="blockList"> +<li class="blockList"> +<!-- ======== CONSTRUCTOR SUMMARY ======== --> +<ul class="blockList"> +<li class="blockList"><a name="constructor_summary"> +<!-- --> +</a> +<h3>Constructor Summary</h3> +<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> +<caption><span>Constructors</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colOne" scope="col">Constructor and Description</th> +</tr> +<tr class="altColor"> +<td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#KalmanFilter(org.apache.commons.math3.filter.ProcessModel,%20org.apache.commons.math3.filter.MeasurementModel)">KalmanFilter</a></strong>(<a href="../../../../../org/apache/commons/math3/filter/ProcessModel.html" title="interface in org.apache.commons.math3.filter">ProcessModel</a> process, + <a href="../../../../../org/apache/commons/math3/filter/MeasurementModel.html" title="interface in org.apache.commons.math3.filter">MeasurementModel</a> measurement)</code> +<div class="block">Creates a new Kalman filter with the given process and measurement models.</div> +</td> +</tr> +</table> +</li> +</ul> +<!-- ========== METHOD SUMMARY =========== --> +<ul class="blockList"> +<li class="blockList"><a name="method_summary"> +<!-- --> +</a> +<h3>Method Summary</h3> +<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> +<caption><span>Methods</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colFirst" scope="col">Modifier and Type</th> +<th class="colLast" scope="col">Method and Description</th> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>void</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#correct(double[])">correct</a></strong>(double[] z)</code> +<div class="block">Correct the current state estimate with an actual measurement.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><code>void</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#correct(org.apache.commons.math3.linear.RealVector)">correct</a></strong>(<a href="../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> z)</code> +<div class="block">Correct the current state estimate with an actual measurement.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>double[][]</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#getErrorCovariance()">getErrorCovariance</a></strong>()</code> +<div class="block">Returns the current error covariance matrix.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#getErrorCovarianceMatrix()">getErrorCovarianceMatrix</a></strong>()</code> +<div class="block">Returns a copy of the current error covariance matrix.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>int</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#getMeasurementDimension()">getMeasurementDimension</a></strong>()</code> +<div class="block">Returns the dimension of the measurement vector.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><code>int</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#getStateDimension()">getStateDimension</a></strong>()</code> +<div class="block">Returns the dimension of the state estimation vector.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>double[]</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#getStateEstimation()">getStateEstimation</a></strong>()</code> +<div class="block">Returns the current state estimation vector.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a></code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#getStateEstimationVector()">getStateEstimationVector</a></strong>()</code> +<div class="block">Returns a copy of the current state estimation vector.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>void</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#predict()">predict</a></strong>()</code> +<div class="block">Predict the internal state estimation one time step ahead.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><code>void</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#predict(double[])">predict</a></strong>(double[] u)</code> +<div class="block">Predict the internal state estimation one time step ahead.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>void</code></td> +<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/filter/KalmanFilter.html#predict(org.apache.commons.math3.linear.RealVector)">predict</a></strong>(<a href="../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> u)</code> +<div class="block">Predict the internal state estimation one time step ahead.</div> +</td> +</tr> +</table> +<ul class="blockList"> +<li class="blockList"><a name="methods_inherited_from_class_java.lang.Object"> +<!-- --> +</a> +<h3>Methods inherited from class java.lang.<a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3> +<code><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a 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name="constructor_detail"> +<!-- --> +</a> +<h3>Constructor Detail</h3> +<a name="KalmanFilter(org.apache.commons.math3.filter.ProcessModel, org.apache.commons.math3.filter.MeasurementModel)"> +<!-- --> +</a> +<ul class="blockListLast"> +<li class="blockList"> +<h4>KalmanFilter</h4> +<pre>public KalmanFilter(<a href="../../../../../org/apache/commons/math3/filter/ProcessModel.html" title="interface in org.apache.commons.math3.filter">ProcessModel</a> process, + <a href="../../../../../org/apache/commons/math3/filter/MeasurementModel.html" title="interface in org.apache.commons.math3.filter">MeasurementModel</a> measurement) + throws <a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a>, + <a href="../../../../../org/apache/commons/math3/linear/NonSquareMatrixException.html" title="class in org.apache.commons.math3.linear">NonSquareMatrixException</a>, + <a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a>, + <a href="../../../../../org/apache/commons/math3/linear/MatrixDimensionMismatchException.html" title="class in org.apache.commons.math3.linear">MatrixDimensionMismatchException</a></pre> +<div class="block">Creates a new Kalman filter with the given process and measurement models.</div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>process</code> - the model defining the underlying process dynamics</dd><dd><code>measurement</code> - the model defining the given measurement characteristics</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if any of the given inputs is null (except for the control matrix)</dd> +<dd><code><a href="../../../../../org/apache/commons/math3/linear/NonSquareMatrixException.html" title="class in org.apache.commons.math3.linear">NonSquareMatrixException</a></code> - if the transition matrix is non square</dd> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the column dimension of the transition matrix does not match the dimension of the + initial state estimation vector</dd> +<dd><code><a href="../../../../../org/apache/commons/math3/linear/MatrixDimensionMismatchException.html" title="class in org.apache.commons.math3.linear">MatrixDimensionMismatchException</a></code> - if the matrix dimensions do not fit together</dd></dl> +</li> +</ul> +</li> +</ul> +<!-- ============ METHOD DETAIL ========== --> +<ul class="blockList"> +<li class="blockList"><a name="method_detail"> +<!-- --> +</a> +<h3>Method Detail</h3> +<a name="getStateDimension()"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>getStateDimension</h4> +<pre>public int getStateDimension()</pre> +<div class="block">Returns the dimension of the state estimation vector.</div> +<dl><dt><span class="strong">Returns:</span></dt><dd>the state dimension</dd></dl> +</li> +</ul> +<a name="getMeasurementDimension()"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>getMeasurementDimension</h4> +<pre>public int getMeasurementDimension()</pre> +<div class="block">Returns the dimension of the measurement vector.</div> +<dl><dt><span class="strong">Returns:</span></dt><dd>the measurement vector dimension</dd></dl> +</li> +</ul> +<a name="getStateEstimation()"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>getStateEstimation</h4> +<pre>public double[] getStateEstimation()</pre> +<div class="block">Returns the current state estimation vector.</div> +<dl><dt><span class="strong">Returns:</span></dt><dd>the state estimation vector</dd></dl> +</li> +</ul> +<a name="getStateEstimationVector()"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>getStateEstimationVector</h4> +<pre>public <a href="../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> getStateEstimationVector()</pre> +<div class="block">Returns a copy of the current state estimation vector.</div> +<dl><dt><span class="strong">Returns:</span></dt><dd>the state estimation vector</dd></dl> +</li> +</ul> +<a name="getErrorCovariance()"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>getErrorCovariance</h4> +<pre>public double[][] getErrorCovariance()</pre> +<div class="block">Returns the current error covariance matrix.</div> +<dl><dt><span class="strong">Returns:</span></dt><dd>the error covariance matrix</dd></dl> +</li> +</ul> +<a name="getErrorCovarianceMatrix()"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>getErrorCovarianceMatrix</h4> +<pre>public <a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getErrorCovarianceMatrix()</pre> +<div class="block">Returns a copy of the current error covariance matrix.</div> +<dl><dt><span class="strong">Returns:</span></dt><dd>the error covariance matrix</dd></dl> +</li> +</ul> +<a name="predict()"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>predict</h4> +<pre>public void predict()</pre> +<div class="block">Predict the internal state estimation one time step ahead.</div> +</li> +</ul> +<a name="predict(double[])"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>predict</h4> +<pre>public void predict(double[] u) + throws <a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></pre> +<div class="block">Predict the internal state estimation one time step ahead.</div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>u</code> - the control vector</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the dimension of the control vector does not fit</dd></dl> +</li> +</ul> +<a name="predict(org.apache.commons.math3.linear.RealVector)"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>predict</h4> +<pre>public void predict(<a href="../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> u) + throws <a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></pre> +<div class="block">Predict the internal state estimation one time step ahead.</div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>u</code> - the control vector</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the dimension of the control vector does not match</dd></dl> +</li> +</ul> +<a name="correct(double[])"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>correct</h4> +<pre>public void correct(double[] z) + throws <a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a>, + <a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a>, + <a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></pre> +<div class="block">Correct the current state estimate with an actual measurement.</div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>z</code> - the measurement vector</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if the measurement vector is <code>null</code></dd> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the dimension of the measurement vector does not fit</dd> +<dd><code><a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the covariance matrix could not be inverted</dd></dl> +</li> +</ul> +<a name="correct(org.apache.commons.math3.linear.RealVector)"> +<!-- --> +</a> +<ul class="blockListLast"> +<li class="blockList"> +<h4>correct</h4> +<pre>public void correct(<a href="../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> z) + throws <a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a>, + <a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a>, + <a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></pre> +<div class="block">Correct the current state estimate with an actual measurement.</div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>z</code> - the measurement vector</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if the measurement vector is <code>null</code></dd> +<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the dimension of the measurement vector does not fit</dd> +<dd><code><a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the covariance matrix could not be inverted</dd></dl> +</li> +</ul> +</li> +</ul> +</li> +</ul> +</div> +</div> +<!-- ========= END OF CLASS DATA ========= --> +<!-- ======= START OF BOTTOM NAVBAR ====== --> +<div class="bottomNav"><a name="navbar_bottom"> +<!-- --> +</a><a href="#skip-navbar_bottom" title="Skip navigation links"></a><a name="navbar_bottom_firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../overview-summary.html">Overview</a></li> +<li><a href="package-summary.html">Package</a></li> +<li class="navBarCell1Rev">Class</li> +<li><a href="class-use/KalmanFilter.html">Use</a></li> +<li><a href="package-tree.html">Tree</a></li> +<li><a href="../../../../../deprecated-list.html">Deprecated</a></li> +<li><a href="../../../../../index-all.html">Index</a></li> +<li><a href="../../../../../help-doc.html">Help</a></li> +</ul> +<div class="aboutLanguage"><em><script type="text/javascript" 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