ConstantDiffusion¶
- class probnum.statespace.ConstantDiffusion[source]¶
Bases:
probnum.statespace.diffusions.Diffusion
Constant diffusion and its calibration.
Methods Summary
__call__
(t)Evaluate the diffusion \(\sigma(t)\) at \(t\).
estimate_locally
(meas_rv, …)Estimate the (local) diffusion and update current (global) estimation in- place.
update_in_place
(local_estimate, t)Methods Documentation