probnum.diffeq.odefiltsmooth

ODE Filtering.

Classes

GaussianIVPFilter(steprule, prior_process, …)

Probabilistic ODE solver based on Gaussian filtering and smoothing.

KalmanODESolution(kalman_posterior)

Probabilistic ODE solution corresponding to the GaussianIVPFilter.

Class Inheritance Diagram

Inheritance diagram of probnum.diffeq.odefiltsmooth.GaussianIVPFilter, probnum.diffeq.odefiltsmooth.KalmanODESolution