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From "Gilles (JIRA)" <>
Subject [jira] [Commented] (MATH-485) Feature Request: Kalman Filter
Date Mon, 18 Apr 2011 15:51:06 GMT


Gilles commented on MATH-485:

Thanks! Just a few general remarks (I haven't reviewed the algorithm):

# I wonder whether such classes should be "Serializable".
[There should be a separate discussion about the criteria. Or was there already a decision
on that subject?]
# Even if so, I don't understand why the matrices are "transient" and deserialized with the
methods from "MatrixUtils".
Since the class creates instances of "Array2DRowRealMatrix", it seems that the default serialization
should work.
# It is customary to not use capital letters for the initials of method arguments, fields
and local variables. [For matrices, it indeed contradicts mathematical notation.]
# For the test cases, wouldn't it be interesting to include the examples (stripping the dependencies
to "JFreeChart")?

> Feature Request: Kalman Filter
> ------------------------------
>                 Key: MATH-485
>                 URL:
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Benjamin McCann
>             Fix For: 3.0
>         Attachments:, MATH-485.patch
> I'd love it if Commons Math could add support for the Kalman filter.  Here are a few
implementations that might be able to be used for reference or included if they're using compatible

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