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From Jens K├╝bler <cleane...@googlemail.com>
Subject [math] Contributions to filter package
Date Fri, 01 Feb 2013 09:18:56 GMT
Hi,

I recently spent some time to extend the filter package.
Included features are:
- Extended Kalman Filter with user supplied transition functions
- Unscented Kalman Filter
- Rauch Tung Striebel Kalman Smoother
- Ability to supply combinations of nonlinear and linear kalman filter
setups, i.e. nonlinear unscented system transition with a linear
measurment update

Notes:
- API change to Kalman Filter itself was necessary in order to supply
filter combinations
- Preliminary Test setups rather than real test cases that test filter
integrity
- Use of Java 6

I'm looking for suggestions how to proceed with the integration.

Best regards,
Jens

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