Top Description Interfaces Classes
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Package org.apache.commons.math3.filter

Implementations of common discrete-time linear filters.

Interface Summary

Modifier and TypeInterface and Description
public interface
MeasurementModel

Defines the measurement model for the use with a KalmanFilter.

public interface
ProcessModel

Defines the process dynamics model for the use with a KalmanFilter.

Class Summary

Modifier and TypeClass and Description
public class
DefaultMeasurementModel

Default implementation of a MeasurementModel for the use with a KalmanFilter.

public class
DefaultProcessModel

Default implementation of a ProcessModel for the use with a KalmanFilter.

public class
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