# 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.