EK1

class probnum.diffeq.odefilter.approx_strategies.EK1(forward_implementation='sqrt', backward_implementation='sqrt')

Bases: probnum.diffeq.odefilter.approx_strategies.ApproximationStrategy

Make inference with an (ODE-)information operator tractable using a first-order linearization of the ODE vector-field.

Methods Summary

__call__(information_operator)

Derive a tractable approximation of an information operator.

Methods Documentation

__call__(information_operator)[source]

Derive a tractable approximation of an information operator.

Return type

LocallyLinearizedInformationOperator