Author: tn
Date: Fri Oct 11 21:39:09 2013
New Revision: 1531430
URL: http://svn.apache.org/r1531430
Log:
[MATH-1033] Fix input parameter check in KalmanFilter. Thanks to Yuan Qu.
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/filter/KalmanFilter.java
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1531430&r1=1531429&r2=1531430&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Fri Oct 11 21:39:09 2013
@@ -51,6 +51,10 @@ If the output is not quite correct, chec
</properties>
<body>
<release version="x.y" date="TBD" description="TBD">
+ <action dev="tn" type="fix" issue="MATH-1033" due-to="Yuan Qu">
+ The "KalmanFilter" wrongly enforced a column dimension of 1 for
+ the provided control and measurement noise matrix.
+ </action>
<action dev="tn" type="fix" issue="MATH-1037" due-to="Aleksei Dievskii">
Fix a typo in the "GeometricDistributionTest" and ensure that a
meaningful
tolerance value is used when comparing test results with expected
values.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/filter/KalmanFilter.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/filter/KalmanFilter.java?rev=1531430&r1=1531429&r2=1531430&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/filter/KalmanFilter.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/filter/KalmanFilter.java
Fri Oct 11 21:39:09 2013
@@ -182,14 +182,15 @@ public class KalmanFilter {
}
// row dimension of B must be equal to A
+ // if no control matrix is available, the row and column dimension
will be 0
if (controlMatrix != null &&
controlMatrix.getRowDimension() > 0 &&
controlMatrix.getColumnDimension() > 0 &&
- (controlMatrix.getRowDimension() !=
transitionMatrix.getRowDimension() ||
- controlMatrix.getColumnDimension() != 1)) {
+ controlMatrix.getRowDimension() !=
transitionMatrix.getRowDimension()) {
throw new
MatrixDimensionMismatchException(controlMatrix.getRowDimension(),
controlMatrix.getColumnDimension(),
-
transitionMatrix.getRowDimension(), 1);
+
transitionMatrix.getRowDimension(),
+
controlMatrix.getColumnDimension());
}
// Q must be equal to A
@@ -204,11 +205,11 @@ public class KalmanFilter {
}
// row dimension of R must be equal to row dimension of H
- if (measNoise.getRowDimension() != measurementMatrix.getRowDimension()
||
- measNoise.getColumnDimension() != 1) {
+ if (measNoise.getRowDimension() !=
measurementMatrix.getRowDimension()) {
throw new
MatrixDimensionMismatchException(measNoise.getRowDimension(),
measNoise.getColumnDimension(),
-
measurementMatrix.getRowDimension(), 1);
+
measurementMatrix.getRowDimension(),
+
measNoise.getColumnDimension());
}
}
@@ -356,7 +357,7 @@ public class KalmanFilter {
measurementMatrix.getRowDimension());
}
- // S = H * P(k) - * H' + R
+ // S = H * P(k) * H' + R
RealMatrix s = measurementMatrix.multiply(errorCovariance)
.multiply(measurementMatrixT)
.add(measurementModel.getMeasurementNoise());
