"""Interfaces for Bayesian filtering and smoothing."""
from abc import ABC, abstractmethod
[docs]class BayesFiltSmooth(ABC):
"""Bayesian filtering and smoothing."""
def __init__(self, dynamics_model, measurement_model, initrv):
self.dynamics_model = dynamics_model
self.measurement_model = measurement_model
self.initrv = initrv
[docs] @abstractmethod
def filter_step(self, start, stop, randvar, data, **kwargs):
"""Filter step.
For e.g. Gaussian filters, this means a prediction step followed
by an update step.
"""
errormsg = (
"filter_step(...) is not implemented for "
+ "the Bayesian filter {}.".format(type(self).__name__)
)
raise NotImplementedError(errormsg)
[docs] def smoother_step(self, **kwargs):
"""Smoother step."""
errormsg = (
"smoother_step(...) is not implemented for "
+ "the Bayesian smoother {}.".format(type(self).__name__)
)
raise NotImplementedError(errormsg)