org.apache.commons.math3.filter (Apache Commons Math 3.6.1 API)

# Package org.apache.commons.math3.filter

Implementations of common discrete-time linear filters.

See: Description

- Interface Summary
  Interface | Description
  --- | ---
  MeasurementModel | Defines the measurement model for the use with a `KalmanFilter`.
  ProcessModel | Defines the process dynamics model for the use with a `KalmanFilter`.

- Class Summary
  Class | Description
  --- | ---
  DefaultMeasurementModel | Default implementation of a `MeasurementModel` for the use with a `KalmanFilter`.
  DefaultProcessModel | Default implementation of a `ProcessModel` for the use with a `KalmanFilter`.
  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:

## Package org.apache.commons.math3.filter Description

Implementations of common discrete-time linear filters.

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