# SuanShu, a Java numerical and statistical library

## Package com.numericalmethod.suanshu.stats.dlm.univariate

Class Summary
DLM This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.
DLMSeries This is a simulator for a multivariate controlled dynamic linear model process.
DLMSeries.Entry This is the TimeSeries.Entry for a univariate DLM time series.
DLMSim This is a simulator for a univariate controlled dynamic linear model process.
DLMSim.Innovation a simulated innovation
LinearKalmanFilter The Kalman filter, also known as linear quadratic estimation (LQE), is an algorithm which uses a series of measurements observed over time, containing noise (random variations) and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those that would be based on a single measurement alone.
ObservationEquation This is the observation equation in a controlled dynamic linear model.
StateEquation This is the state equation in a controlled dynamic linear model.