ImportanceDistribution¶

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

Bases: ABC

Importance distributions used in particle filtering.

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 based on data.

Methods Documentation

abstract 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.

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

Process the initial random variable based on data.