probnum.filtsmooth.generate_cd(dynmod, measmod, initrv, times, _nsteps=5)[source]

Samples true states and observations at pre-determined timesteps “times” for a continuous-discrete model.

  • dynmod (continuous.ContinuousModel instance) – Continuous dynamic model.
  • measmod (discrete.DiscreteModel instance) – Discrete measurement model.
  • initrv (probnum.RandomVariable object) – Random variable according to initial distribution
  • times (np.ndarray, shape (n,)) – 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)-1, measmod.dimension)) – Observations according to measurement model.