BetterProcessNoiseCovarianceIntegrator

Better approximation to integrate continuous time process noise covariance matrix.

if provided q and a matrices are not 9x9.

Constructors

constructor(q: Matrix? = null, a: Matrix? = null)

var a: Matrix?

Gets or sets process equation matrix relating previous and predicted state in a time continuous space.

Gets method use to estimate process noise covariance.

var q: Matrix?

Gets or sets continuous time process noise covariance matrix.

open override fun integrate(timeIntervalSeconds: Double, result: Matrix)

Computes process noise covariance as the integration of a and q during provided time interval.