Package org.apache.commons.math4.legacy.filter
Implementations of common discrete-time linear filters.
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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
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Class Summary Class Description DefaultMeasurementModel Default implementation of aMeasurementModel
for the use with aKalmanFilter
.DefaultProcessModel Default implementation of aProcessModel
for 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: