Pretty sure there is nothing in MLLib. This seems to be the most comprehensive 
coverage of implementing in Spark 
https://dzone.com/articles/kalman-filter-with-apache-spark-streaming-and-kafk. 
I’ve skimmed it but not read it in detail but looks useful.

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On Mon, 17 Dec 2018 at 14:00 Laurent Thiebaud < Laurent Thiebaud ( Laurent 
Thiebaud <[email protected]> ) > wrote:

> 
> 
> Hi everybody,
> 
> 
> Is there any built-in implementation of Kalman filter with spark mllib? Or
> any other filter to achieve the same result? What's the state of the art
> about it?
> 
> 
> Thanks.
>

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