| Package | Description | 
|---|---|
| org.hipparchus.filtering.kalman | Kalman filter. | 
| org.hipparchus.filtering.kalman.extended | Kalman filter implementation for non-linear processes. | 
| org.hipparchus.filtering.kalman.linear | Kalman filter implementation for linear processes. | 
| org.hipparchus.linear | Linear algebra support. | 
| org.hipparchus.optim.nonlinear.vector.leastsquares | This package provides algorithms that minimize the residuals
 between observations and model values. | 
| Constructor and Description | 
|---|
| AbstractKalmanFilter(MatrixDecomposer decomposer,
                    ProcessEstimate initialState)Simple constructor. | 
| Constructor and Description | 
|---|
| ExtendedKalmanFilter(MatrixDecomposer decomposer,
                    NonLinearProcess<T> process,
                    ProcessEstimate initialState)Simple constructor. | 
| Constructor and Description | 
|---|
| LinearKalmanFilter(MatrixDecomposer decomposer,
                  LinearProcess<T> process,
                  ProcessEstimate initialState)Simple constructor. | 
| Modifier and Type | Class and Description | 
|---|---|
| class  | CholeskyDecomposerMatrix decomposer using Cholseky decomposition. | 
| class  | LUDecomposerMatrix decomposer using LU-decomposition. | 
| class  | QRDecomposerMatrix decomposer using QR-decomposition. | 
| class  | SingularValueDecomposerMatrix decomposer using Singular Value Decomposition. | 
| Modifier and Type | Method and Description | 
|---|---|
| MatrixDecomposer | GaussNewtonOptimizer. getDecomposer()Get the matrix decomposition algorithm. | 
| protected abstract MatrixDecomposer | GaussNewtonOptimizer.Decomposition. getDecomposer()Deprecated.  Get the equivalent matrix decomposer. | 
| Modifier and Type | Method and Description | 
|---|---|
| GaussNewtonOptimizer | GaussNewtonOptimizer. withDecomposer(MatrixDecomposer newDecomposer)Configure the matrix decomposition algorithm. | 
| Constructor and Description | 
|---|
| GaussNewtonOptimizer(MatrixDecomposer decomposer,
                    boolean formNormalEquations)Create a Gauss Newton optimizer that uses the given matrix decomposition algorithm
 to solve the normal equations. | 
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