Package org.apache.commons.math3.filter
package org.apache.commons.math3.filter
Implementations of common discrete-time linear filters.
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ClassDescriptionDefault implementation of a
MeasurementModel
for the use with aKalmanFilter
.Default implementation of aProcessModel
for the use with aKalmanFilter
.Implementation of a Kalman filter to estimate the state xk of a discrete-time controlled process that is governed by the linear stochastic difference equation:Defines the measurement model for the use with aKalmanFilter
.Defines the process dynamics model for the use with aKalmanFilter
.