Jens Kübler created MATH-932:
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Summary: Contributions to filter package
Key: MATH-932
URL: https://issues.apache.org/jira/browse/MATH-932
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Jens Kübler
- Extended Kalman Filter with user supplied transition functions
- Unscented Kalman Filter
- Rauch Tung Striebel Kalman Smoother
- Ability to supply combinations of nonlinear and linear kalman filter
setups, i.e. nonlinear unscented system transition with a linear
measurment update
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