probnum.filtsmooth.gaussian

Gaussian filtering and smoothing.

Classes

Kalman(prior_process)

Gaussian filtering and smoothing, i.e. Kalman-like filters and smoothers.

KalmanPosterior(transition[, locations, ...])

Posterior distribution after approximate Gaussian filtering and smoothing.

FilteringPosterior(transition[, locations, ...])

Filtering posterior.

SmoothingPosterior(filtering_posterior, ...)

Smoothing posterior.

Class Inheritance Diagram

Inheritance diagram of probnum.filtsmooth.gaussian.Kalman, probnum.filtsmooth.gaussian.KalmanPosterior, probnum.filtsmooth.gaussian.FilteringPosterior, probnum.filtsmooth.gaussian.SmoothingPosterior