BayesFiltSmooth

class probnum.filtsmooth.BayesFiltSmooth(dynamics_model, measurement_model, initrv)

Bases: abc.ABC

Bayesian filtering and smoothing.

Methods Summary

filter_step(start, stop, randvar, data, **kwargs)	Filter step.
smoother_step(**kwargs)	Smoother step.

Methods Documentation

abstract filter_step(start, stop, randvar, data, **kwargs)

Filter step.

For e.g. Gaussian filters, this means a prediction step followed by an update step.

smoother_step(**kwargs)

Smoother step.