[
https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=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=53¬itle=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.
