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