probnum.filtsmooth.gaussian.approx

Approximate Gaussian filtering and smoothing.

Classes

ContinuousEKFComponent(non_linear_model[, ...])	Continuous-time extended Kalman filter transition.
DiscreteEKFComponent(non_linear_model[, ...])	Discrete extended Kalman filter transition.
DiscreteUKFComponent(non_linear_model[, ...])	Discrete unscented Kalman filter transition.

Class Inheritance Diagram