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https://issues.apache.org/jira/browse/MATH-932?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Jens Kübler updated MATH-932:
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Attachment: extendedKalmanSupport.txt
Patch relative to math/trunk
> 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
> Attachments: extendedKalmanSupport.txt
>
>
> - 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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