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From "Thomas Neidhart (Updated) (JIRA)" <>
Subject [jira] [Updated] (MATH-485) Feature Request: Kalman Filter
Date Tue, 29 Nov 2011 15:18:40 GMT


Thomas Neidhart updated MATH-485:


I have been a bit lazy with the guide and unit tests, but please find attached an update of
the unit tests for the Kalman Filter and a first draft of a user guide to be included into
the site.

The guide contains a lot of code, but I wanted to give a working example of how to use the
Kalman filter. Any comments are welcome.
> Feature Request: Kalman Filter
> ------------------------------
>                 Key: MATH-485
>                 URL:
>             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, filter.xml
> 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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