probnum.filtsmooth.particle

Particle filtering and smoothing.

Functions

effective_number_of_events(categ_rv)

Approximate effective number of events in the support of a categorical random variable.

Classes

ParticleFilter(prior_process, ...[, ...])	Particle filter (PF).
ParticleFilterPosterior([locations, states])	Posterior distribution of a particle filter..
ImportanceDistribution(dynamics_model)	Importance distributions used in particle filtering.
BootstrapImportanceDistribution(dynamics_model)	Bootstrap particle filter importance distribution.
LinearizationImportanceDistribution(...)	Local linearisation importance distribution.

Class Inheritance Diagram