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.