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From Jens Kübler (JIRA) <>
Subject [jira] [Created] (MATH-932) Contributions to filter package
Date Fri, 01 Feb 2013 17:44:12 GMT
Jens Kübler created MATH-932:

             Summary: Contributions to filter package
                 Key: MATH-932
             Project: Commons Math
          Issue Type: Improvement
    Affects Versions: 3.0
            Reporter: Jens Kübler

- Extended Kalman Filter with user supplied transition functions
- Unscented Kalman Filter
- Rauch Tung Striebel Kalman Smoother
- Ability to supply combinations of nonlinear and linear kalman filter
setups, i.e. nonlinear unscented system transition with a linear
measurment update

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