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https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13068668#comment-13068668
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Benjamin McCann commented on MATH-485:
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Hey guys, just wanted to say thanks for implementing this feature request!
I can't comment on this particular case since I'm not familiar enough with the 
code, but in general it makes sense for exceptions to be used outside of the 
packages they live in.  E.g. think about how many places catch and use Java's 
IOException.  Of course it still may make sense to refactor in this case, but I 
can't say one way or the other.

> 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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