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From "Thomas Neidhart (JIRA)" <>
Subject [jira] [Updated] (MATH-485) Feature Request: Kalman Filter
Date Wed, 08 Jun 2011 20:44:59 GMT


Thomas Neidhart updated MATH-485:

    Attachment: MATH-485-update1.patch

Following the comments from Gilles and Benjamin, I have updated the patch and removed the
serialization code.

Additionally, I have added ProcessModel and MeasurementModel interfaces and default implementations
for them that take either double[][] or RealMatrix/RealVector input values. These classes
basically serve as data holder. I would be pleased to get some feedback about this change
from somebody else.

Note: sorry for the formatting, but the apache-commons formatting style I have found on the
web (from luc) makes the code unreadable, so I have used the default one provided by eclipse.

> Feature Request: Kalman Filter
> ------------------------------
>                 Key: MATH-485
>                 URL:
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Benjamin McCann
>             Fix For: 3.0
>         Attachments:, 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

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