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https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13021074#comment-13021074
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Gilles commented on MATH-485:
-----------------------------
Thanks! Just a few general remarks (I haven't reviewed the algorithm):
# I wonder whether such classes should be "Serializable".
[There should be a separate discussion about the criteria. Or was there already
a decision on that subject?]
# Even if so, I don't understand why the matrices are "transient" and
deserialized with the methods from "MatrixUtils".
Since the class creates instances of "Array2DRowRealMatrix", it seems that the
default serialization should work.
# It is customary to not use capital letters for the initials of method
arguments, fields and local variables. [For matrices, it indeed contradicts
mathematical notation.]
# For the test cases, wouldn't it be interesting to include the examples
(stripping the dependencies to "JFreeChart")?
> 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=53¬itle=1
> http://sourceforge.net/projects/jkalman/
> http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html
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