DiscreteModel

class probnum.filtsmooth.DiscreteModel

Bases: abc.ABC

Abstract interface for state space model components. x(t_{i+1}) ~ p(x(t_{i+1}) | x(t_{i})).

Nothing happens here except passing responsibilities of implementation down the subclasses. In the future, this might change so please subclass this object accordingly.

Attributes Summary

ndim

Methods Summary

pdf(loc, time, state, **kwargs)	Evaluates pdf of p(x_t | x_s).
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

ndim

Methods Documentation

pdf(loc, time, state, **kwargs)

Evaluates pdf of p(x_t | x_s). Required for particle filtering and should be possible to implement for every reasonable model.

sample(time, state, **kwargs)

Samples x_{t} ~ p(x_{t} | x_{s}) as a function of t and x_s (plus additional parameters).