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https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13053311#comment-13053311
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Phil Steitz commented on MATH-485:
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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=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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