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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-485) Feature Request: Kalman Filter
Date Wed, 20 Jul 2011 15:22:58 GMT

    [ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13068433#comment-13068433
] 

Phil Steitz commented on MATH-485:
----------------------------------

I don't want to launch another endless exception design discussion, but I disagree with that
statement.  That is like saying that matrices themselves should move to whatever package uses
them.  The exceptions have to do with linear algebraic objects.  It makes sense and is generally
accepted best practice to define the exceptions in the packages where associated objects are
found.  Other packages, user code, etc. import the exceptions associated with the objects
that they use.

> 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: MATH-485-cleanup2.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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