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

Inheritance diagram of probnum.filtsmooth.gaussian.approx.ContinuousEKFComponent, probnum.filtsmooth.gaussian.approx.DiscreteEKFComponent, probnum.filtsmooth.gaussian.approx.DiscreteUKFComponent