- probnum.randprocs.markov.utils.generate_artificial_measurements(rng, prior_process, measmod, times)[source]¶
Samples true states and observations at pre-determined timesteps “times” for a state space model.
rng (Generator) – Random number generator.
prior_process (MarkovProcess) – Markov process to sample from, defining dynamics and initial conditions.
measmod (Transition) – Transition model describing the measurement model.
times (ndarray) – Timesteps on which the states are to be sampled.
states (np.ndarray; shape (len(times), dynmod.dimension)) – True states according to dynamic model.
obs (np.ndarray; shape (len(times), measmod.dimension)) – Observations according to measurement model.