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Posted to issues@commons.apache.org by "Luc Maisonobe (JIRA)" <ji...@apache.org> on 2011/01/21 09:46:44 UTC

[jira] Updated: (MATH-485) Feature Request: Kalman Filter

     [ https://issues.apache.org/jira/browse/MATH-485?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Luc Maisonobe updated MATH-485:
-------------------------------

    Fix Version/s: 3.0

> Feature Request: Kalman Filter
> ------------------------------
>
>                 Key: MATH-485
>                 URL: https://issues.apache.org/jira/browse/MATH-485
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Benjamin McCann
>             Fix For: 3.0
>
>
> 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

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