probnum.randprocs.markov.integrator

Transitions for integrated systems (e.g. integrated Wiener processes).

Classes

IntegratorTransition(num_derivatives, ...)	Transitions for integrator processes.
IntegratedWienerProcess(initarg[, ...])	Integrated Wiener process.
IntegratedWienerTransition(num_derivatives, ...)	Integrated Brownian motion in \(d\) dimensions.
IntegratedOrnsteinUhlenbeckProcess(...[, ...])	Integrated Ornstein-Uhlenbeck process.
IntegratedOrnsteinUhlenbeckTransition(...[, ...])	Integrated Ornstein-Uhlenbeck process in \(d\) dimensions.
MaternProcess(lengthscale, initarg[, ...])	Matern process.
MaternTransition(num_derivatives, ...[, ...])	Matern process in \(d\) dimensions.
Preconditioner()	Coordinate change transformations as preconditioners in state space models.
NordsieckLikeCoordinates(powers, scales, ...)	Nordsieck-like coordinates.

Class Inheritance Diagram