v0.1.9
latest
stable
v0.1.9
v0.1.8
v0.1.7
v0.1.6
v0.1.5
v0.1.4
v0.1.3
v0.1.2
v0.1.1
v0.1.0
Quickstart
Tutorials
API Reference
Development
Probabilistic Numerics
GitHub
PyPI
API Reference
probnum
asrandvar
ProbabilisticNumericalMethod
probnum.diffeq
probsolve_ivp
propose_firststep
initialize_odefilter_with_rk
initialize_odefilter_with_taylormode
perturb_lognormal
perturb_uniform
ODESolver
GaussianIVPFilter
StepRule
ConstantSteps
AdaptiveSteps
ODESolution
KalmanODESolution
PerturbedStepSolver
PerturbedStepSolution
WrappedScipyRungeKutta
probnum.filtsmooth
effective_number_of_events
merge_regression_problems
BayesFiltSmooth
Kalman
EKFComponent
ContinuousEKFComponent
DiscreteEKFComponent
UKFComponent
ContinuousUKFComponent
DiscreteUKFComponent
UnscentedTransform
TimeSeriesPosterior
KalmanPosterior
FilteringPosterior
SmoothingPosterior
StoppingCriterion
IteratedDiscreteComponent
ParticleFilter
ParticleFilterPosterior
ImportanceDistribution
BootstrapImportanceDistribution
LinearizationImportanceDistribution
probnum.kernels
Kernel
WhiteNoise
Linear
Polynomial
ExpQuad
RatQuad
Matern
probnum.linalg
problinsolve
bayescg
ProbabilisticLinearSolver
MatrixBasedSolver
AsymmetricMatrixBasedSolver
SymmetricMatrixBasedSolver
SolutionBasedSolver
probnum.linops
aslinop
LinearOperator
Matrix
Identity
Scaling
Kronecker
SymmetricKronecker
Symmetrize
probnum.problems
TimeSeriesRegressionProblem
InitialValueProblem
LinearSystem
QuadratureProblem
probnum.problems.zoo
Differential Equations
logistic
lotkavolterra
fitzhughnagumo
seir
threebody
vanderpol
lorenz
rigidbody
threebody_jax
vanderpol_jax
Filtering and Smoothing
benes_daum
car_tracking
logistic_ode
ornstein_uhlenbeck
pendulum
Linear Algebra
random_spd_matrix
random_sparse_spd_matrix
suitesparse_matrix
SuiteSparseMatrix
probnum.quad
bayesquad
BayesianQuadrature
IntegrationMeasure
KernelEmbedding
GaussianMeasure
LebesgueMeasure
probnum.randprocs
RandomProcess
MarkovProcess
GaussianProcess
probnum.randvars
asrandvar
RandomVariable
DiscreteRandomVariable
ContinuousRandomVariable
Constant
Normal
Categorical
WrappedSciPyRandomVariable
WrappedSciPyDiscreteRandomVariable
WrappedSciPyContinuousRandomVariable
probnum.statespace
matrix_fraction_decomposition
generate_samples
condition_state_on_measurement
condition_state_on_rv
Transition
SDE
LinearSDE
LTISDE
Integrator
IBM
IOUP
Matern
DiscreteGaussian
DiscreteLinearGaussian
DiscreteLTIGaussian
Preconditioner
NordsieckLikeCoordinates
Diffusion
ConstantDiffusion
PiecewiseConstantDiffusion
probnum.utils
as_colvec
atleast_1d
as_numpy_scalar
as_shape
probnum.utils.linalg
cholesky_update
tril_to_positive_tril
probnum.config
Configuration
BayesFiltSmooth
¶
class
probnum.filtsmooth.
BayesFiltSmooth
(
prior_process
)
[source]
¶
Bases:
object
Bayesian filtering and smoothing.