LocallyLinearizedInformationOperator¶
- class probnum.diffeq.odefilter.information_operators.LocallyLinearizedInformationOperator(information_operator, forward_implementation='sqrt', backward_implementation='sqrt')¶
Bases:
probnum.diffeq.odefilter.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)¶