[jira] [Resolved] (MATH-485) Feature Request: Kalman Filter

[Luc Maisonobe (Resolved) (JIRA)]

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https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Luc Maisonobe resolved MATH-485.
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    Resolution: Fixed

Latest patch applied, with new tests and user guide.

Thanks for the patch!
                
> 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: KalmanFilterTest.java, 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 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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