Package org.hipparchus.filtering.kalman

Kalman filter.

See: Description

Interface Summary

Interface	Description
KalmanFilter<T extends Measurement>	Interface representing a Kalman filter.
Measurement	Interface defining a measurement on process.

Class Summary

Class	Description
AbstractKalmanFilter<T extends Measurement>	Shared parts between linear and non-linear Kalman filters.
ProcessEstimate	Holder for process state and covariance.

Package org.hipparchus.filtering.kalman Description

Kalman filter.

Since:

1.3