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Need access to Kalman filter matrices #43

maisonobe opened this Issue Aug 27, 2018 · 0 comments


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maisonobe commented Aug 27, 2018

This issue is the Hipparchus counterpart of Orekit issue

In order to analyze filter performance and perform smoothing, access to intermediate matrices
in the Kalman filters are required. The needed matrices are:

  • state transition matrix
  • measurement Jacobian matrix
  • innovation covariance matrix
  • Kalman gain matrix

@maisonobe maisonobe closed this in fc30c41 Aug 27, 2018

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