generate_dd¶
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probnum.filtsmooth.
generate_dd
(dynmod, measmod, initrv, times)[source]¶ Samples true states and observations at pre-determined timesteps “times” for a continuous-discrete model.
Parameters: - dynmod (discrete.DiscreteModel instance) – Discrete 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.
Returns: - 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.