Preconditioner

class probnum.statespace.Preconditioner[source]

Bases: abc.ABC

Coordinate change transformations as preconditioners in state space models.

For some models, this makes the filtering and smoothing steps more numerically stable.

Attributes Summary

inverse

Methods Summary

__call__(step)

Call self as a function.

Attributes Documentation

inverse

Methods Documentation

abstract __call__(step)[source]

Call self as a function.

Return type

ndarray