probnum.filtsmooth.optim

Fast optimization algorithms in state space models via filtering and smoothing.

Classes

StateSpaceOptimizer(kalman[, stopping_criterion])	State-space optimizer.
GaussNewton(kalman[, stopping_criterion])	Gauss-Newton optimizer in state-space models.
IteratedDiscreteComponent(component[, stopcrit])	Iterated updates.
FiltSmoothStoppingCriterion([atol, rtol, maxit])	Stop iteration if absolute and relative tolerance are reached.

Class Inheritance Diagram