EKFComponent¶
- class probnum.filtsmooth.gaussian.approx.EKFComponent(non_linear_model)¶
Bases:
abc.ABC
Interface for extended Kalman filtering components.
Methods Summary
backward_realization
(realization_obtained, rv)backward_rv
(rv_obtained, rv[, rv_forwarded, ...])forward_realization
(realization, t[, dt, ...])forward_rv
(rv, t[, dt, compute_gain, ...])linearize
(at_this_rv)Linearize the transition and make it tractable.
Methods Documentation
- backward_realization(realization_obtained, rv, rv_forwarded=None, gain=None, t=None, dt=None, _diffusion=1.0, _linearise_at=None)[source]¶
- backward_rv(rv_obtained, rv, rv_forwarded=None, gain=None, t=None, dt=None, _diffusion=1.0, _linearise_at=None)[source]¶
- forward_realization(realization, t, dt=None, compute_gain=False, _diffusion=1.0, _linearise_at=None)[source]¶