probnum.randprocs.markov.integrator

Transitions for integrated systems (e.g. integrated Wiener processes).

Classes

IntegratorTransition(num_derivatives, …)	Transitions for integrator processes.
IntegratedWienerProcess(initarg[, …])	Integrated Wiener process.
IntegratedWienerTransition(num_derivatives, …)	Integrated Brownian motion in \(d\) dimensions.
IntegratedOrnsteinUhlenbeckProcess(…[, …])	Integrated Ornstein-Uhlenbeck process.
IntegratedOrnsteinUhlenbeckTransition(…[, …])	Integrated Ornstein-Uhlenbeck process in \(d\) dimensions.
MaternProcess(lengthscale, initarg[, …])	Matern process.
MaternTransition(num_derivatives, …[, …])	Matern process in \(d\) dimensions.
Preconditioner()	Coordinate change transformations as preconditioners in state space models.
NordsieckLikeCoordinates(powers, scales, …)	Nordsieck-like coordinates.

Class Inheritance Diagram