BootstrapImportanceDistribution

class probnum.filtsmooth.particle.BootstrapImportanceDistribution(dynamics_model)

Bases: ImportanceDistribution

Bootstrap particle filter importance distribution.

Methods Summary

generate_importance_rv(particle, data, t[, ...])

Generate an importance distribution.

log_correction_factor(proposal_state, ...)

Logarithmic correction factor.

process_initrv_with_data(initrv, data, t[, ...])

Process the initial random variable if the initarg is the location of the first data point.

Methods Documentation

generate_importance_rv(particle, data, t, dt=None, measurement_model=None)[source]

Generate an importance distribution.

log_correction_factor(proposal_state, importance_rv, dynamics_rv, old_weight)[source]

Logarithmic correction factor.

Return type

float

process_initrv_with_data(initrv, data, t, measurement_model=None)[source]

Process the initial random variable if the initarg is the location of the first data point.