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

Implementations of common discrete-time linear filters.

See:
Description

Interface Summary
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
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.

Copyright (c) 2003-2013 Apache Software Foundation