probnum.randprocs.markov

Markov processes and probabilistic state-space model routines.

This package implements continuous-discrete and discrete-discrete state space models, which are the basis for Bayesian filtering and smoothing, but also for probabilistic ODE solvers.

Classes

MarkovProcess(*, initarg, initrv, transition)	Random processes with the Markov property.
MarkovSequence(*, initarg, initrv, transition)	Discrete-time Markov processes.
Transition(input_dim, output_dim)	Interface for Markov transitions in discrete and continuous time.

Class Inheritance Diagram