Details

    • Type: Wish
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 3.0
    • Labels:
      None

      Description

      I'd love it if Commons Math could add support for the Kalman filter. Here are a few implementations that might be able to be used for reference or included if they're using compatible licenses:
      http://code.google.com/p/efficient-java-matrix-library/wiki/KalmanFilterExamples
      http://mathstat.asu.edu/~eubank/
      http://www.fit.vutbr.cz/research/prod/index.php.en?id=53&notitle=1
      http://sourceforge.net/projects/jkalman/
      http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/KalmanFilterEx1.html

        Attachments

        1. filter.xml
          8 kB
          Thomas Neidhart
        2. KalmanFilterTest.java
          10 kB
          Thomas Neidhart
        3. MATH-485.patch
          25 kB
          Thomas Neidhart
        4. MATH-485-cleanup2.patch
          27 kB
          Thomas Neidhart
        5. MATH-485-update1.patch
          29 kB
          Thomas Neidhart

          Activity

            People

            • Assignee:
              Unassigned
              Reporter:
              bmccann Benjamin McCann
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              • Created:
                Updated:
                Resolved: