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https://issues.apache.org/jira/browse/MATH-932?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13575452#comment-13575452
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Jens Kübler commented on MATH-932:
----------------------------------

- I'm in no hurry for integration. I needed these filters and wanted to share 
them so 4.0 is ok for me as I keep local development branch for me.
- I have some tests that are not production quality because I still need to 
play with filter parameters. When I'm confident the filters perform in the 
expected way, I could supply them as well. The Kalman-Smoother i.e. has still 
some bugs I recently discovered.
- I set up checkstyle with the math checkstyle file but discovered that most of 
the api does not convey to it. So my question is how strictly is it enforced?
- Interface renaming is not a problem
- I guess there is a little bit more to do...
- In my development branch, I switched compatibility back to 5 with no problems 
and removed the annotations.

Thanks for the hints
Jens
                
> Contributions to filter package
> -------------------------------
>
>                 Key: MATH-932
>                 URL: https://issues.apache.org/jira/browse/MATH-932
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Jens Kübler
>             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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