Package org.orekit.estimation.sequential
Class AbstractCovarianceMatrixProvider
java.lang.Object
org.orekit.estimation.sequential.AbstractCovarianceMatrixProvider
- All Implemented Interfaces:
CovarianceMatrixProvider
- Direct Known Subclasses:
ConstantProcessNoise,UnivariateProcessNoise
public abstract class AbstractCovarianceMatrixProvider
extends Object
implements CovarianceMatrixProvider
Abstract provider handling a predefined initial covariance matrix.
This class always provides a predefined initial noise matrix.
- Since:
- 9.2
- Author:
- Luc Maisonobe
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Constructor Summary
ConstructorsModifierConstructorDescriptionprotectedAbstractCovarianceMatrixProvider(RealMatrix initialNoiseMatrix) Simple constructor. -
Method Summary
Modifier and TypeMethodDescriptionGet the initial covariance matrix.Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface org.orekit.estimation.sequential.CovarianceMatrixProvider
getProcessNoiseMatrix
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Constructor Details
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AbstractCovarianceMatrixProvider
Simple constructor.- Parameters:
initialNoiseMatrix- initial process noise
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Method Details
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getInitialCovarianceMatrix
Get the initial covariance matrix.The initial covariance matrix is a covariance matrix corresponding to the parameters managed by the
Kalman estimator. The number of rows/columns and their order are as follows:- The first 6 components correspond to the 6 orbital parameters of the associated propagator. All 6 parameters must always be present, regardless of the fact they are estimated or not.
- The following components correspond to the subset of propagation parameters of the associated propagator that are estimated.
- The remaining components correspond to the subset of measurements parameters that are estimated, considering all measurements, even the ones that correspond to spacecrafts not related to the associated propagator
In most cases, the initial covariance matrix will be the output matrix of a previous run of the Kalman filter.
- Specified by:
getInitialCovarianceMatrixin interfaceCovarianceMatrixProvider- Parameters:
initial- initial state state- Returns:
- physical (i.e. non normalized) initial covariance matrix
- See Also:
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