LocallyLinearizedInformationOperator¶
- class probnum.diffeq.odefilter.information_operators.LocallyLinearizedInformationOperator(information_operator, forward_implementation='sqrt', backward_implementation='sqrt')¶
Bases:
ApproximateInformationOperator
Approximate information operators based on local linearization.
Methods Summary
__call__
(t, x)Call self as a function.
as_transition
([noise_fun])Return an approximate transition.
jacobian
(t, x)Methods Documentation
- Parameters:
information_operator (InformationOperator) –
forward_implementation (str | None) –
backward_implementation (str | None) –
- __call__(t, x)¶
Call self as a function.
- as_transition(noise_fun=None)[source]¶
Return an approximate transition.
In this case, an EKF component.
- Parameters:
noise_fun (RandomVariable | None) –
- jacobian(t, x)¶