probnum.filtsmooth.particle

Particle filtering and smoothing.

Functions

effective_number_of_events(categ_rv)

Approximate effective number of events in the support of a categorical random variable.

Classes

ParticleFilter(prior_process, ...[, ...])

Particle filter (PF).

ParticleFilterPosterior([locations, states])

Posterior distribution of a particle filter..

ImportanceDistribution(dynamics_model)

Importance distributions used in particle filtering.

BootstrapImportanceDistribution(dynamics_model)

Bootstrap particle filter importance distribution.

LinearizationImportanceDistribution(...)

Local linearisation importance distribution.

Class Inheritance Diagram

Inheritance diagram of probnum.filtsmooth.particle.ParticleFilter, probnum.filtsmooth.particle.ParticleFilterPosterior, probnum.filtsmooth.particle.ImportanceDistribution, probnum.filtsmooth.particle.BootstrapImportanceDistribution, probnum.filtsmooth.particle.LinearizationImportanceDistribution