create
fun create(q: Matrix? = null, a: Matrix? = null, method: ProcessNoiseCovarianceMethod = DEFAULT_METHOD): ProcessNoiseCovarianceIntegrator
Creates a new instance of ProcessNoiseCovarianceIntegrator using provided method.
Return
created instance.
Parameters
q
Continuous time process noise covariance matrix.
a
Process equation matrix relating previous and predicted state in a time continuous space.
method
method to be used (either approximated or precise).