Package org.apache.commons.math4.legacy.filter
Implementations of common discrete-time linear filters.
-
Interface Summary Interface Description MeasurementModel Defines the measurement model for the use with aKalmanFilter.ProcessModel Defines the process dynamics model for the use with aKalmanFilter. -
Class Summary Class Description DefaultMeasurementModel Default implementation of aMeasurementModelfor the use with aKalmanFilter.DefaultProcessModel Default implementation of aProcessModelfor the use with aKalmanFilter.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: