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https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart updated MATH-485:
---------------------------------
Attachment: MATH-485-update1.patch
Following the comments from Gilles and Benjamin, I have updated the patch and
removed the serialization code.
Additionally, I have added ProcessModel and MeasurementModel interfaces and
default implementations for them that take either double[][] or
RealMatrix/RealVector input values. These classes basically serve as data
holder. I would be pleased to get some feedback about this change from somebody
else.
Note: sorry for the formatting, but the apache-commons formatting style I have
found on the web (from luc) makes the code unreadable, so I have used the
default one provided by eclipse.
> 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=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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