BootstrapImportanceDistribution¶

class probnum.filtsmooth.particle.BootstrapImportanceDistribution(dynamics_model)¶

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.

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.