Return-Path: X-Original-To: apmail-commons-issues-archive@minotaur.apache.org Delivered-To: apmail-commons-issues-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 06DEB41DA for ; Wed, 8 Jun 2011 20:45:24 +0000 (UTC) Received: (qmail 58202 invoked by uid 500); 8 Jun 2011 20:45:23 -0000 Delivered-To: apmail-commons-issues-archive@commons.apache.org Received: (qmail 58110 invoked by uid 500); 8 Jun 2011 20:45:23 -0000 Mailing-List: contact issues-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: issues@commons.apache.org Delivered-To: mailing list issues@commons.apache.org Received: (qmail 57987 invoked by uid 99); 8 Jun 2011 20:45:23 -0000 Received: from nike.apache.org (HELO nike.apache.org) (192.87.106.230) by apache.org (qpsmtpd/0.29) with ESMTP; Wed, 08 Jun 2011 20:45:23 +0000 X-ASF-Spam-Status: No, hits=-2000.0 required=5.0 tests=ALL_TRUSTED,T_RP_MATCHES_RCVD X-Spam-Check-By: apache.org Received: from [140.211.11.116] (HELO hel.zones.apache.org) (140.211.11.116) by apache.org (qpsmtpd/0.29) with ESMTP; Wed, 08 Jun 2011 20:45:20 +0000 Received: from hel.zones.apache.org (hel.zones.apache.org [140.211.11.116]) by hel.zones.apache.org (Postfix) with ESMTP id 522321098F7 for ; Wed, 8 Jun 2011 20:44:59 +0000 (UTC) Date: Wed, 8 Jun 2011 20:44:59 +0000 (UTC) From: "Thomas Neidhart (JIRA)" To: issues@commons.apache.org Message-ID: <474572791.4598.1307565899332.JavaMail.tomcat@hel.zones.apache.org> In-Reply-To: <8741839.48931295402444839.JavaMail.jira@thor> Subject: [jira] [Updated] (MATH-485) Feature Request: Kalman Filter MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: 7bit X-JIRA-FingerPrint: 30527f35849b9dde25b450d4833f0394 X-Virus-Checked: Checked by ClamAV on apache.org [ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] 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: 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-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¬itle=1 > http://sourceforge.net/projects/jkalman/ > http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira