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From Jens Kübler (JIRA) <j...@apache.org>
Subject [jira] [Updated] (MATH-932) Contributions to filter package
Date Fri, 01 Feb 2013 17:48:12 GMT

     [ https://issues.apache.org/jira/browse/MATH-932?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Jens Kübler updated MATH-932:
-----------------------------

    Attachment: extendedKalmanSupport.txt

Patch relative to math/trunk
                
> Contributions to filter package
> -------------------------------
>
>                 Key: MATH-932
>                 URL: https://issues.apache.org/jira/browse/MATH-932
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Jens Kübler
>         Attachments: extendedKalmanSupport.txt
>
>
> - 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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