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https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13084672#comment-13084672
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Gilles commented on MATH-485:
-----------------------------
> > [...] That means that those exceptions would have been better placed in
> > o.a.c.m.exception [...]
>
> [...] That is like saying that matrices themselves should move to whatever
> package uses them.
> The exceptions have to do with linear algebraic objects. It makes sense and
> is generally
> accepted best practice to define the exceptions in the packages where
> associated objects are
> found. [...]
I consider that a lot of exceptions are at the same level as any other class of
the library: They are not subsumed to a particular data structure but to the
various uses of that data structure. A matrix is not right or wrong in
itself[1]; whether to throw a {{NonSquareMatrixException}} depends on the
algorithm in which the matrix is used and absolutely not on the matrix concept
itself.
So I think that in CM, we can make a difference between exceptions that are
tied to a specific data structure[2] and those which are first-class citizens
and of general use, in which case they should go in their own "exception"
package.
[1] Unlike, say, a string which can be a valid or an invalid representation of
a number.
[2] For cases where there exists a link like between {{Number}} and
{{NumberFormatException}}.
> 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¬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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