FixedPointStopping

class probnum.filtsmooth.FixedPointStopping(atol=0.01, rtol=0.01, max_num_predicts_per_step=1000, max_num_updates_per_step=1000, max_num_filtsmooth_iterations=1000)[source]

Bases: probnum.filtsmooth.gaussfiltsmooth.stoppingcriterion.StoppingCriterion

Keep updating until the filter recursion arrives at a fixed-point.

Methods Summary

continue_filtsmooth_iteration([kalman_posterior])

If implemented, iterated_filtsmooth() is unlocked.

continue_predict_iteration([pred_rv, info_pred])

Do we continue iterating the update step of the filter?

continue_update_iteration([upd_rv, meas_rv, …])

Do we continue iterating the predict step of the filter?

Methods Documentation

continue_filtsmooth_iteration(kalman_posterior=None)[source]

If implemented, iterated_filtsmooth() is unlocked.

continue_predict_iteration(pred_rv=None, info_pred=None)[source]

Do we continue iterating the update step of the filter?

continue_update_iteration(upd_rv=None, meas_rv=None, info_upd=None)[source]

Do we continue iterating the predict step of the filter?