Markov processes and probabilistic state-space model routines.

This package implements continuous-discrete and discrete-discrete state space models, which are the basis for Bayesian filtering and smoothing, but also for probabilistic ODE solvers.


MarkovProcess(initarg, initrv, transition)

Random processes with the Markov property.

Transition(input_dim, output_dim)

Interface for Markov transitions in discrete and continuous time.

Class Inheritance Diagram

Inheritance diagram of probnum.randprocs.markov.MarkovProcess, probnum.randprocs.markov.Transition