DiscreteGaussianModel¶
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class
probnum.filtsmooth.
DiscreteGaussianModel
(dynafct, diffmatfct, jacfct=None)¶ Bases:
probnum.filtsmooth.DiscreteModel
Discrete Gauss-Markov models of the form x_{i+1} = N(g(t_i, x_i), S(t_i)),
Notes
g : dynamics x : state S : diffusion matrix
Attributes Summary
ndim
Methods Summary
diffusionmatrix
(time, **kwargs)Evaluate S(t_i) dynamics
(time, state, **kwargs)Evaluate g(t_i, x_i). jacobian
(time, state, **kwargs)Evaluate Jacobian, d_x g(t_i, x_i), of g(t_i, x_i) w.r.t. pdf
(loc, time, state, **kwargs)Evaluates “future” pdf p(x_t | x_s) at loc. sample
(time, state, **kwargs)Samples x_{t} ~ p(x_{t} | x_{s}) as a function of t and x_s (plus additional parameters). Attributes Documentation
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ndim
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Methods Documentation
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