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Thomas Neidhart resolved MATH-1033. ----------------------------------- Resolution: Fixed Fix Version/s: 3.3 Fixed in r1531430. Thanks for the report. > Kalman filter does not work if covarance matrix is not of dimension 1 > --------------------------------------------------------------------- > > Key: MATH-1033 > URL: https://issues.apache.org/jira/browse/MATH-1033 > Project: Commons Math > Issue Type: Bug > Affects Versions: 3.2 > Reporter: Yuan Qu > Fix For: 3.3 > > > In org.apache.commons.math3.filter.KalmanFilter, > The check below doesn't look right, it reques measNoise's column dimension to > be 1 at all time. > > // row dimension of R must be equal to row dimension of H > if (measNoise.getRowDimension() != > measurementMatrix.getRowDimension() || > measNoise.getColumnDimension() != 1) { > throw new > MatrixDimensionMismatchException(measNoise.getRowDimension(), > > measNoise.getColumnDimension(), > > measurementMatrix.getRowDimension(), 1); > } -- This message was sent by Atlassian JIRA (v6.1#6144)