Package org.hipparchus.filtering.kalman.linear

Kalman filter implementation for linear processes.

See: Description

Interface Summary

Interface	Description
LinearProcess<T extends Measurement>	Linear process that can be estimated by a LinearKalmanFilter.

Class Summary

Class	Description
LinearEvolution	Container for linear process evolution data.
LinearKalmanFilter<T extends Measurement>	Kalman filter for linear process.

Package org.hipparchus.filtering.kalman.linear Description

Kalman filter implementation for linear processes.

Since:

1.3