[jira] [Commented] (MATH-485) Feature Request: Kalman Filter

[Gilles (JIRA)]

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https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13049107#comment-13049107
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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=53&notitle=1
> http://sourceforge.net/projects/jkalman/
> http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html

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