LocallyLinearizedInformationOperator

class probnum.diffeq.odefiltsmooth.information_operators.LocallyLinearizedInformationOperator(information_operator, forward_implementation='sqrt', backward_implementation='sqrt')

Bases: probnum.diffeq.odefiltsmooth.information_operators.ApproximateInformationOperator

Approximate information operators based on local linearization.

Methods Summary

__call__(t, x)

Call self as a function.

as_transition([measurement_cov_fun, …])

Return an approximate transition.

jacobian(t, x)

Methods Documentation

__call__(t, x)

Call self as a function.

as_transition(measurement_cov_fun=None, measurement_cov_cholesky_fun=None)[source]

Return an approximate transition.

In this case, an EKF component.

jacobian(t, x)