oursland.kalman
Class KalmanFilter1D

java.lang.Object
  extended by oursland.kalman.KalmanFilter1D
All Implemented Interfaces:
java.lang.Cloneable
Direct Known Subclasses:
KalmanProcess

public class KalmanFilter1D
extends java.lang.Object
implements java.lang.Cloneable


Field Summary
private  double expectedValue
           
private  double posterioriErrorCovariance
           
private  double prioriErrorCovariance
           
private  double processNoiseCovariance
           
private  double sensorNoiseCovariance
           
 
Constructor Summary
KalmanFilter1D(double errorCovariance)
           
KalmanFilter1D(double prioriErrorCovariance, double posterioriErrorCovariance)
           
KalmanFilter1D(KalmanFilter1D copy)
           
 
Method Summary
 java.lang.Object clone()
           
 double getExpectedValue()
           
 double getPosterioriErrorCovariance()
           
 double getPosterioriErrorVariance()
           
 double getProcessNoiseCovariance()
           
 double getSensorNoiseCovariance()
           
 double measurementUpdate(double prioriValue, double measuredValue)
           
 double measurementUpdate(double prioriValue, double measuredValue, double sensorError)
           
 void measurementUpdate2(double observedValue, double sensorError)
           
 void setExpectedValue(double value)
           
 void setExpectedValueConfidence(double error)
           
 void setPrioriErrorCovariance(double d)
           
 void setProcessNoiseCovariance(double q)
           
 void setSensorNoiseCovariance(double r)
           
 void timeUpdate(double dt)
           
 void timeUpdate(double dt, double processNoise)
           
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

processNoiseCovariance

private double processNoiseCovariance

sensorNoiseCovariance

private double sensorNoiseCovariance

prioriErrorCovariance

private double prioriErrorCovariance

posterioriErrorCovariance

private double posterioriErrorCovariance

expectedValue

private double expectedValue
Constructor Detail

KalmanFilter1D

public KalmanFilter1D(double errorCovariance)

KalmanFilter1D

public KalmanFilter1D(double prioriErrorCovariance,
                      double posterioriErrorCovariance)

KalmanFilter1D

public KalmanFilter1D(KalmanFilter1D copy)
Method Detail

timeUpdate

public void timeUpdate(double dt)

timeUpdate

public void timeUpdate(double dt,
                       double processNoise)

measurementUpdate

public double measurementUpdate(double prioriValue,
                                double measuredValue)

measurementUpdate

public double measurementUpdate(double prioriValue,
                                double measuredValue,
                                double sensorError)

measurementUpdate2

public void measurementUpdate2(double observedValue,
                               double sensorError)

setProcessNoiseCovariance

public void setProcessNoiseCovariance(double q)

setSensorNoiseCovariance

public void setSensorNoiseCovariance(double r)

getProcessNoiseCovariance

public double getProcessNoiseCovariance()

getSensorNoiseCovariance

public double getSensorNoiseCovariance()

getPosterioriErrorCovariance

public double getPosterioriErrorCovariance()

getPosterioriErrorVariance

public double getPosterioriErrorVariance()

clone

public java.lang.Object clone()
Overrides:
clone in class java.lang.Object

setPrioriErrorCovariance

public void setPrioriErrorCovariance(double d)

setExpectedValue

public void setExpectedValue(double value)

setExpectedValueConfidence

public void setExpectedValueConfidence(double error)

getExpectedValue

public double getExpectedValue()