generate_samples¶
-
probnum.statespace.
generate_samples
(dynmod, measmod, initrv, times, random_state=None)[source]¶ Samples true states and observations at pre-determined timesteps “times” for a state space model.
- Parameters
dynmod (statespace.Transition) – Transition model describing the prior dynamics.
measmod (statespace.Transition) – Transition model describing the measurement model.
initrv (probnum.RandomVariable object) – Random variable according to initial distribution
times (np.ndarray, shape (n,)) – Timesteps on which the states are to be sampled.
random_state – Random state that is used to generate the samples from the latent state. The measurement samples are not affected by this.
- Returns
states (np.ndarray; shape (len(times), dynmod.dimension)) – True states according to dynamic model.
obs (np.ndarray; shape (len(times), measmod.dimension)) – Observations according to measurement model.