ProcessNoiseCovarianceIntegrator

abstract class ProcessNoiseCovarianceIntegrator(q: Matrix?, a: Matrix?)

Integrates continuous time process noise covariance matrix.

if provided q and a matrices are not 9x9.

Constructors

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

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.

abstract fun integrate(timeIntervalSeconds: Double, result: Matrix)

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