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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-485) Feature Request: Kalman Filter
Date Tue, 14 Jun 2011 10:28:47 GMT

    [ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13049107#comment-13049107
] 

Gilles commented on MATH-485:
-----------------------------

Your "cleanup" patch reverts most formatting corrections I had performed :-(. Several statements
do not correspond to the most common layouts used elsewhere in the code, making it difficult
to read. Could you please use the latest version in trunk and only change what is necessary?


> 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-cleanup.patch, MATH-485-update1.patch,
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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