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 (randvars.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.
- 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.