PreciseProcessNoiseCovarianceIntegrator

class PreciseProcessNoiseCovarianceIntegrator(q: Matrix? = null, a: Matrix? = null, val integratorType: IntegratorType = MatrixIntegrator.DEFAULT_INTEGRATOR_TYPE, val quadratureType: QuadratureType = MatrixIntegrator.DEFAULT_QUADRATURE_TYPE) : ProcessNoiseCovarianceIntegrator

Integrates continuous time process noise covariance matrix.

Throws

if provided q and a matrices are not 9x9.

Constructors

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constructor(q: Matrix? = null, a: Matrix? = null, integratorType: IntegratorType = MatrixIntegrator.DEFAULT_INTEGRATOR_TYPE, quadratureType: QuadratureType = MatrixIntegrator.DEFAULT_QUADRATURE_TYPE)

Properties

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var a: Matrix?

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

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val integratorType: IntegratorType
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Gets method use to estimate process noise covariance.

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var q: Matrix?

Gets or sets continuous time process noise covariance matrix.

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val quadratureType: QuadratureType

Functions

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

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