| Package | Description | 
|---|---|
| org.apache.commons.math3.filter | Implementations of common discrete-time linear filters. | 
| org.apache.commons.math3.linear | Linear algebra support. | 
| Constructor and Description | 
|---|
| KalmanFilter(ProcessModel process,
            MeasurementModel measurement)Creates a new Kalman filter with the given process and measurement models. | 
| Modifier and Type | Method and Description | 
|---|---|
| double | AbstractRealMatrix. getTrace()Returns the 
 trace of the matrix (the sum of the elements on the main diagonal). | 
| T | AbstractFieldMatrix. getTrace()Returns the 
 trace of the matrix (the sum of the elements on the main diagonal). | 
| double | RealMatrix. getTrace()Returns the 
 trace of the matrix (the sum of the elements on the main diagonal). | 
| T | FieldMatrix. getTrace()Returns the 
 trace of the matrix (the sum of the elements on the main diagonal). | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix)Computes the inverse of the given matrix. | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix,
       double threshold)Computes the inverse of the given matrix. | 
| RealMatrix | AbstractRealMatrix. power(int p)Returns the result of multiplying  thiswith itselfptimes. | 
| FieldMatrix<T> | AbstractFieldMatrix. power(int p)Returns the result multiplying this with itself  ptimes. | 
| RealMatrix | RealMatrix. power(int p)Returns the result of multiplying  thiswith itselfptimes. | 
| FieldMatrix<T> | FieldMatrix. power(int p)Returns the result multiplying this with itself  ptimes. | 
| static void | MatrixUtils. solveLowerTriangularSystem(RealMatrix rm,
                          RealVector b)Solve  a  system of composed of a Lower Triangular Matrix
  RealMatrix. | 
| static void | MatrixUtils. solveUpperTriangularSystem(RealMatrix rm,
                          RealVector b)Solver a  system composed  of an Upper Triangular Matrix
  RealMatrix. | 
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