UKFComponent

class probnum.filtsmooth.gaussian.approx.UKFComponent(non_linear_model, spread=0.0001, priorpar=2.0, special_scale=0.0)

Bases: object

Interface for unscented Kalman filtering components.

Methods Summary

assemble_sigma_points(at_this_rv)

Assemble the sigma-points.

Methods Documentation

assemble_sigma_points(at_this_rv)[source]

Assemble the sigma-points.

Return type

ndarray