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

    [ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13021074#comment-13021074
] 

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: https://issues.apache.org/jira/browse/MATH-485
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Benjamin McCann
>             Fix For: 3.0
>
>         Attachments: KalmanFilterExample.java, 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
licenses:
> http://code.google.com/p/efficient-java-matrix-library/wiki/KalmanFilterExamples
> http://mathstat.asu.edu/~eubank/
> http://www.fit.vutbr.cz/research/prod/index.php.en?id=53&notitle=1
> http://sourceforge.net/projects/jkalman/
> http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html

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