Details

    • Type: Wish Wish
    • Status: Closed
    • Priority: Major 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

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

        Activity

        Benjamin McCann created issue -
        Luc Maisonobe made changes -
        Field Original Value New Value
        Fix Version/s 3.0 [ 12314824 ]
        Thomas Neidhart made changes -
        Attachment MATH-485.patch [ 12476604 ]
        Attachment KalmanFilterExample.java [ 12476605 ]
        Thomas Neidhart made changes -
        Attachment MATH-485-update1.patch [ 12481859 ]
        Thomas Neidhart made changes -
        Attachment MATH-485-cleanup.patch [ 12482488 ]
        Thomas Neidhart made changes -
        Attachment MATH-485-cleanup.patch [ 12482488 ]
        Thomas Neidhart made changes -
        Attachment KalmanFilterExample.java [ 12476605 ]
        Thomas Neidhart made changes -
        Attachment MATH-485-cleanup2.patch [ 12482578 ]
        Thomas Neidhart made changes -
        Attachment filter.xml [ 12505482 ]
        Attachment KalmanFilterTest.java [ 12505483 ]
        Luc Maisonobe made changes -
        Status Open [ 1 ] Resolved [ 5 ]
        Resolution Fixed [ 1 ]
        Thomas Neidhart made changes -
        Status Resolved [ 5 ] Closed [ 6 ]

          People

          • Assignee:
            Unassigned
            Reporter:
            Benjamin McCann
          • Votes:
            0 Vote for this issue
            Watchers:
            1 Start watching this issue

            Dates

            • Created:
              Updated:
              Resolved:

              Development