generate_artificial_measurements

probnum.randprocs.markov.utils.generate_artificial_measurements(rng, prior_process, measmod, times)[source]

Samples true states and observations at pre-determined timesteps “times” for a state space model.

Parameters

  • rng (Generator) – Random number generator.

  • prior_process (MarkovProcess) – Markov process to sample from, defining dynamics and initial conditions.

  • measmod (Transition) – Transition model describing the measurement model.

  • times (ndarray) – Timesteps on which the states are to be sampled.

Returns

  • states (np.ndarray; shape (len(times), dynmod.dimension)) – True states according to dynamic model.

  • obs (np.ndarray; shape (len(times), measmod.dimension)) – Observations according to measurement model.