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https://issues.apache.org/jira/browse/MATH-932?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13569082#comment-13569082
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Gilles commented on MATH-932:
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This is quite a large contribution.
As it implies design decisions (a.o. package and class naming), you should
probably start a discussion (about code organization) on the "dev" ML.
A good way to seed the discussion would be to provide more documentation (class
Javadoc and "package-info" files, with links to papers available on the Web).
Thanks!
> Contributions to filter package
> -------------------------------
>
> Key: MATH-932
> URL: https://issues.apache.org/jira/browse/MATH-932
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Jens Kübler
> Fix For: 4.0
>
> 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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