# Package org.apache.commons.math3.filter

package org.apache.commons.math3.filter
Implementations of common discrete-time linear filters.

Related Packages
Package
Description
org.apache.commons.math3
Common classes used throughout the commons-math library.
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:
MeasurementModel
Defines the measurement model for the use with a `KalmanFilter`.
ProcessModel
Defines the process dynamics model for the use with a `KalmanFilter`.