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From "Gilles (JIRA)" <>
Subject [jira] [Commented] (MATH-932) Contributions to filter package
Date Fri, 01 Feb 2013 21:08:13 GMT


Gilles commented on MATH-932:

This is quite a large contribution.
As it implies design decisions (a.o. package and class naming), you should probably start
a discussion (about code organization) on the "dev" ML.
A good way to seed the discussion would be to provide more documentation (class Javadoc and
"package-info" files, with links to papers available on the Web).


> Contributions to filter package
> -------------------------------
>                 Key: MATH-932
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Jens K├╝bler
>             Fix For: 4.0
>         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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