Filtering and Smoothing¶

Exemplary state space model setups for Bayesian Filtering and Smoothing.

Functions¶

`benes_daum`(rng[, measurement_variance, ...])	Filtering/smoothing setup based on the Beneš SDE.
`car_tracking`(rng[, measurement_variance, ...])	Filtering/smoothing setup for a simple car-tracking scenario.
`logistic_ode`([y0, timespan, step, params, ...])	Filtering/smoothing setup for a probabilistic ODE solver for the logistic ODE.
`ornstein_uhlenbeck`(rng[, ...])	Filtering/smoothing setup based on an Ornstein Uhlenbeck process.
`pendulum`(rng[, measurement_variance, ...])	Filtering/smoothing setup for a (noisy) pendulum.