Package org.apache.commons.math3.filter

Implementations of common discrete-time linear filters.

See:
          Description

Interface Summary
MeasurementModel Defines the measurement model for the use with a KalmanFilter.
ProcessModel Defines the process dynamics model for the use with a KalmanFilter.
 

Class Summary
DefaultMeasurementModel Default implementation of a MeasurementModel for the use with a KalmanFilter.
DefaultProcessModel Default implementation of a ProcessModel for the use with a KalmanFilter.
KalmanFilter 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: xk = Axk-1 + Buk-1 + wk-1 with a measurement xk that is zk = Hxk + vk.
 

Package org.apache.commons.math3.filter Description

Implementations of common discrete-time linear filters.



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