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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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Rob Tompkins updated MATH-932:
------------------------------
    Fix Version/s:     (was: 4.0)
                   4.X

> 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.X
>
>         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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