ConstantDiffusion¶

class probnum.randprocs.markov.continuous.ConstantDiffusion¶

Constant diffusion and its calibration.

Methods Summary

`__call__`(t)	Evaluate the diffusion \(\sigma(t)\) at \(t\).
`estimate_locally`(meas_rv, …)	Estimate the (local) diffusion and update current (global) estimation in- place.
`update_in_place`(local_estimate, t)

Methods Documentation

__call__(t)[source]¶

Evaluate the diffusion \(\sigma(t)\) at \(t\).

estimate_locally(meas_rv, meas_rv_assuming_zero_previous_cov, t)[source]¶

Estimate the (local) diffusion and update current (global) estimation in- place.

Used for uncertainty calibration in the ODE solver.