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Need access to Kalman filter matrices #43

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maisonobe opened this issue Aug 27, 2018 · 0 comments
Closed

Need access to Kalman filter matrices #43

maisonobe opened this issue Aug 27, 2018 · 0 comments

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@maisonobe
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@maisonobe maisonobe commented Aug 27, 2018

This issue is the Hipparchus counterpart of Orekit issue https://gitlab.orekit.org/orekit/orekit/issues/485.

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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