EK1

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

Bases: 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

Parameters

• forward_implementation (Optional[str]) –

• backward_implementation (Optional[str]) –

__call__(information_operator)

Derive a tractable approximation of an information operator.

Parameters

information_operator (InformationOperator) –

Return type

LocallyLinearizedInformationOperator