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pydpf

API Reference
PyDPF basics
Tutorial

Bitbucket
PyPI

API Reference
PyDPF basics
Tutorial

Bitbucket
PyPI

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pydpf.Kalman
- pydpf.Kalman.KalmanFilter
pydpf.base
pydpf.conditional_resampling
- pydpf.conditional_resampling.ConditionalResampler
pydpf.datautils
- pydpf.datautils.StateSpaceDataset
- pydpf.datautils.StateSpaceSubset
pydpf.deserialisation
pydpf.distributions
pydpf.distributions.Gaussian
pydpf.distributions.base
- pydpf.distributions.base.Distribution
pydpf.distributions.kde
- pydpf.distributions.kde.CompoundDistribution
- pydpf.distributions.kde.KernelMixture
pydpf.distributions.vonMises
- pydpf.distributions.vonMises.VonMises
pydpf.filtering
pydpf.gradient_regularisation
pydpf.model_based_api
- pydpf.model_based_api.FilteringModel
pydpf.optimal_transport
pydpf.outputs
pydpf.resampling
pydpf.utils
- pydpf.utils.doc_function
- pydpf.utils.set_deterministic_mode

API Reference
pydpf.Kalman

pydpf.Kalman#

pydpf.Kalman.KalmanFilter([prior_model, ...])

The standard Kalman filter for exact filtering of linear and Gaussian SSMs.

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