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

Inheritance diagram of probnum.randprocs.markov.integrator.IntegratorTransition, probnum.randprocs.markov.integrator.IntegratedWienerProcess, probnum.randprocs.markov.integrator.IntegratedWienerTransition, probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckProcess, probnum.randprocs.markov.integrator.IntegratedOrnsteinUhlenbeckTransition, probnum.randprocs.markov.integrator.MaternProcess, probnum.randprocs.markov.integrator.MaternTransition, probnum.randprocs.markov.integrator.Preconditioner, probnum.randprocs.markov.integrator.NordsieckLikeCoordinates