probnum.filtsmooth.gaussian.approx

Approximate Gaussian filtering and smoothing.

Classes

EKFComponent(non_linear_model)	Interface for extended Kalman filtering components.
ContinuousEKFComponent(non_linear_model[, ...])	Continuous-time extended Kalman filter transition.
DiscreteEKFComponent(non_linear_model[, ...])	Discrete extended Kalman filter transition.
UKFComponent(non_linear_model[, spread, ...])	Interface for unscented Kalman filtering components.
ContinuousUKFComponent(non_linear_model[, ...])	Continuous-time unscented Kalman filter transition.
DiscreteUKFComponent(non_linear_model[, ...])	Discrete unscented Kalman filter transition.
UnscentedTransform(dimension[, spread, ...])	Used for unscented Kalman filter.

Class Inheritance Diagram