[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13158723#comment-13158723 ] Luc Maisonobe commented on MATH-485: Can we consider this issue solved ? 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. If you think it was sent incorrectly, please contact your JIRA administrators: https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13158836#comment-13158836 ] Gilles commented on MATH-485: - Well, the sub-issue of where to place the exceptions is not. But I guess that we'll settle for the minority's opinion... 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. If you think it was sent incorrectly, please contact your JIRA administrators: https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[
https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13084672#comment-13084672
]
Gilles commented on MATH-485:
-
[...] That means that those exceptions would have been better placed in
o.a.c.m.exception [...]
[...] That is like saying that matrices themselves should move to whatever
package uses them.
The exceptions have to do with linear algebraic objects. It makes sense and
is generally
accepted best practice to define the exceptions in the packages where
associated objects are
found. [...]
I consider that a lot of exceptions are at the same level as any other class of
the library: They are not subsumed to a particular data structure but to the
various uses of that data structure. A matrix is not right or wrong in
itself[1]; whether to throw a {{NonSquareMatrixException}} depends on the
algorithm in which the matrix is used and absolutely not on the matrix concept
itself.
So I think that in CM, we can make a difference between exceptions that are
tied to a specific data structure[2] and those which are first-class citizens
and of general use, in which case they should go in their own exception
package.
[1] Unlike, say, a string which can be a valid or an invalid representation of
a number.
[2] For cases where there exists a link like between {{Number}} and
{{NumberFormatException}}.
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: MATH-485-cleanup2.patch, MATH-485-update1.patch,
MATH-485.patch
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=53notitle=1
http://sourceforge.net/projects/jkalman/
http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html
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[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13071228#comment-13071228 ] Thomas Neidhart commented on MATH-485: -- Hi all, just wanted to note that I am still working on a user guide and more unit tests, but I can create a new issue for this when I am ready, in order to close this one. 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13068369#comment-13068369 ] Luc Maisonobe commented on MATH-485: So I think the issue has been resolved about one month ago. Do everyone agree ? 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[
https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13068391#comment-13068391
]
Gilles commented on MATH-485:
-
Coming back to my pet topic, I'd like to note that exceptions from another
package ({{o.a.c.m.linear}}) are used in this package ({{o.a.c.m.filter}}).
That means that those exceptions would have been better placed in
{{o.a.c.m.exception}} (IMHO, of course). Unless it would make sense that the
{{filter}} package be moved under {{linear}}...
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: MATH-485-cleanup2.patch, MATH-485-update1.patch,
MATH-485.patch
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=53notitle=1
http://sourceforge.net/projects/jkalman/
http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html
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[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13068399#comment-13068399 ] Luc Maisonobe commented on MATH-485: As now these exceptions are used in several packages, yes, they should go to the general exception package. 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13068433#comment-13068433 ] Phil Steitz commented on MATH-485: -- I don't want to launch another endless exception design discussion, but I disagree with that statement. That is like saying that matrices themselves should move to whatever package uses them. The exceptions have to do with linear algebraic objects. It makes sense and is generally accepted best practice to define the exceptions in the packages where associated objects are found. Other packages, user code, etc. import the exceptions associated with the objects that they use. 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13068668#comment-13068668 ] Benjamin McCann commented on MATH-485: -- Hey guys, just wanted to say thanks for implementing this feature request! I can't comment on this particular case since I'm not familiar enough with the code, but in general it makes sense for exceptions to be used outside of the packages they live in. E.g. think about how many places catch and use Java's IOException. Of course it still may make sense to refactor in this case, but I can't say one way or the other. 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[
https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13053257#comment-13053257
]
Gilles commented on MATH-485:
-
{quote}
[...] sadly the developer guide is not very clear about that topic.
{quote}
I agree.
Latest patch committed in revision 1138461.
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: MATH-485-cleanup2.patch, MATH-485-update1.patch,
MATH-485.patch
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=53notitle=1
http://sourceforge.net/projects/jkalman/
http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html
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[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13053311#comment-13053311 ] Phil Steitz commented on MATH-485: -- Thomas - thanks for the patch! One clarifying comment on the formatting trauma. The Developers Guide says only that committed code *should* generate no checkstyle errors. We don't require or endorse any specific IDE. For all we care, you can use vi. Just run mvn site and look at the checkstyle report or run the checks from the command line. We can talk about relaxing checks on the dev list if we think they are too onerous or picky. Committers can also commit work in progress code that generates errors and fix them as the code is collaboratively refined. We like to keep the code as clean as possible since we end up having to clean it all up when we prepare releases and that is a thankless, boring task. 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13053372#comment-13053372 ] Thomas Neidhart commented on MATH-485: -- Thanks for the clarification. The way it is handled is fine for me, also the code formatted by Gilles looks nice. There were some problems that made the whole process a bit confusing. The code uses quite long variable names and some method chaining which produced weird results with the original formatter (from luc). As I thought that also other people use automatic formatting, I did not take so much care when originally contributing the patch. So, lesson learned for the next time ;-) 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: MATH-485-cleanup2.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13049107#comment-13049107 ] Gilles commented on MATH-485: - Your cleanup patch reverts most formatting corrections I had performed :-(. Several statements do not correspond to the most common layouts used elsewhere in the code, making it difficult to read. Could you please use the latest version in trunk and only change what is necessary? 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: KalmanFilterExample.java, MATH-485-cleanup.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13049114#comment-13049114 ] Thomas Neidhart commented on MATH-485: -- hmm, actually I have created the diff to the latest trunk version. Actually, I have now installed the checkstyle plugin in eclipse and created a formatting profile from the given checkstyle.xml. The only small change I did myself was to remove empty lines before javadoc tags as checkstyle was keeping to complain about them, so this may have been a mistake. For the rest, I have made mainly parameter name changes and removed unchecked exceptions in the throws definition. It looks like the formatting style I use, wraps lines to quickly sometimes. Is a maximum line width of 80 correct? 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: KalmanFilterExample.java, MATH-485-cleanup.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13049135#comment-13049135 ] Gilles commented on MATH-485: - It's a pity that Eclipse would automatically reformat a whole existing file! As people quite possibly use different editors and formatting tools, this could lead to flip-flop of formatting changes... Seeing what comes out of the template you have used, it seems best to do the formatting by hand. CheckStyle was not complaining about empty lines but lines that end with one or more space characters. Again a single space after the '*' character in a Javadoc comment is probably automatically created by Eclipse. Maybe the CheckStyle rule should be relaxed to allow trailing spaces in comments... I think that an 80-character line should not be a hard limit. If there remains only a few characters to finish a statement, I prefer a longer line. When the line is really going to be too long, I always try to figure out a layout that will not be too unnatural. 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: KalmanFilterExample.java, MATH-485-cleanup.patch, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13047964#comment-13047964 ] Luc Maisonobe commented on MATH-485: From a quick look, this seems good to me. There are still some missing javadoc (on private fields) and missing /i in the html. It would also be nice to have in the javadoc for KalmanFilter class an explanation of the meaning of the matrices and vectors (A = transition matrix, B control matrix, u control vector ...). There is one point that bothers me. The ProcessModel and MeasurementModel interfaces define methods to retrieve the process noise and measurement noise that don't have any parameter. Thus the user can only implement constant noises, not time-dependant noises when he implement the interfaces (or use the default implementation, which are constant). Wouldn't it be more general to add an integer parameter for the step number ? The default implementation would ignore it and always return the same matrices, but users may want to have custom implementation using the informatio of the current step. Concerning the formatting you should check the style with checkstyle. Typically, tabulation is completely forbidden and for line breaks, the operators should remain at the end of the previous line, not at the beginning of the next line. 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: KalmanFilterExample.java, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13047987#comment-13047987 ] Gilles commented on MATH-485: - I've corrected most formatting problems (tabs, trailing spaces, etc). Initial implementation committed in revision 1134779. 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: KalmanFilterExample.java, MATH-485-update1.patch, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13021785#comment-13021785 ] Benjamin McCann commented on MATH-485: -- Thanks for submitting a patch for this! I'd agree it probably makes sense not to make it serializable. (I'm surprised the SimplexTableau is serializable since I wrote it and I hate Java serialization) 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: KalmanFilterExample.java, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13021019#comment-13021019 ] Thomas Neidhart commented on MATH-485: -- some additional rationale to the current interface design: - predict and correct methods exist for both, double[] and RealVector input parameters for convenience reasons - the constructor only supports RealMatrix objects, as there are a number of required parameters, but a separate one could be added that takes double[][] if this is deemed helpful - the initial state and error covariance can be set after construction to reduce the number of parameters in the constructor (no check is yet being made if the filter is still in initialization mode) 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: KalmanFilterExample.java, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[#DBC-165-17752]: [jira] [Commented] (MATH-485) Feature Request: Kalman Filter
Gilles (JIRA), Wij hebben uw bericht ontvangen. Een van onze medewerkers zal uw bericht zo spoedig mogelijk behandelen en indien nodig verdere actie ondernemen. Onderstaand treft u de details van dit helpdesk ticket aan. Zorgt u er a.u.b. voor dat het ticket nummer altijd in het onderwerp van uw correspondentie met ons blijft staan. Ticket Nr: DBC-165-17752 Onderwerp: [jira] [Commented] (MATH-485) Feature Request: Kalman Filter Afdeling:Sales Type: Issue Status: Open Prioriteit: Normaal U kunt de status en details van deze ticket bekijken via onze online helpdesk op:https://secure.xxlwebhosting.nl/helpdesk/index.php?/Tickets/Ticket/View/DBC-165-17752 Met vriendelijke groet, XXL Webhosting BV
[jira] [Commented] (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13021142#comment-13021142 ] Thomas Neidhart commented on MATH-485: -- Thanks for the comments! @1 2: I do not know about a general decision if algo classes should be serializable, but I thought it makes sense in this case. The serialization method was derived from SimplexTableau and the corresponding description in MathUtils. As the different matrix object can also be set from external, they may not all be Array2DRowRealMatrix, but I do not know if this makes a difference for the serialization. @3: ack, the member variables have been adjusted already, but the constructor has to be cleaned up @4: the constant voltage example (from the paper of Welch Bishop) is the basis for the test case, but I was really unsure which reasonable test criteria to use for algorithm validation. The very naive approach I currently use is to basically test if the estimated state has less diff to the real value than the artificially imposed measurement/process noise and whether the error covariance converges to some value (although this is not complete yet). 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: KalmanFilterExample.java, MATH-485.patch 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Commented: (MATH-485) Feature Request: Kalman Filter
[ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=12984621#action_12984621 ] Luc Maisonobe commented on MATH-485: For some work I am doing in my daytime job (space flight dynamics), I would also need that. Note that the first link you provide is distributed under LGPL, the second one has no license terms, the two following ones are distributed under the GPL, and the last one is a commercial product. None of them seem suitable for inclusion. Since this algorithm is fairly simple and we have all the required linear algebra building blocks, we can do our own implementation. 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 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=53notitle=1 http://sourceforge.net/projects/jkalman/ http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
