ImportanceDistribution

class probnum.filtsmooth.particle.ImportanceDistribution(dynamics_model)

Bases: abc.ABC

Importance distributions used in particle filtering.

Methods Summary

generate_importance_rv(particle, data, t[, …])

Generate an importance distribution.

log_correction_factor(proposal_state, …)

rtype

float

process_initrv_with_data(initrv, data, t[, …])

Process the initial random variable based on data.

Methods Documentation

abstract generate_importance_rv(particle, data, t, dt=None, measurement_model=None)[source]

Generate an importance distribution.

Return type

Tuple[RandomVariable, RandomVariable, Dict]

log_correction_factor(proposal_state, importance_rv, dynamics_rv, old_weight)[source]
Return type

float

abstract process_initrv_with_data(initrv, data, t, measurement_model=None)[source]

Process the initial random variable based on data.

Return type

Tuple[RandomVariable, RandomVariable, Dict]