Companion

Properties

Default method used to instantiate integrators.

Number of columns of A (Process equation matrix) and Q (Continuous time process noise covariance matrix) matrices to be integrated.

const val N_ROWS: Int = 9

Number of rows of A (Process equation matrix) and Q (Continuous time process noise covariance matrix) matrices to be integrated.

fun create(q: Matrix? = null, a: Matrix? = null, method: ProcessNoiseCovarianceMethod = DEFAULT_METHOD): ProcessNoiseCovarianceIntegrator

Creates a new instance of ProcessNoiseCovarianceIntegrator using provided method.