NonlinearSSM#

cultivars.state_space.nonlinear.NonlinearSSM[source]#: alias of _NonlinearStateSpace

Attributes#

`is_additive_gaussian`	Whether the model is in the additive-Gaussian form all filters accept.
`k_endog`	Observation dimension.
`k_states`	State dimension.

`extended_filter`(y)	The extended Kalman filter: linearize, then filter exactly.
`extended_smoother`(y)	The extended Rauch-Tung-Striebel smoother.
`particle_filter`(y, *[, n_particles, method, ...])	Sequential Monte Carlo: the filter that assumes nothing smooth.
`particle_smoother`(y, *[, n_particles, ...])	Forward-filtering backward-smoothing (Doucet-Godsill-Andrieu).
`unscented_filter`(y, *[, alpha, beta, kappa])	The unscented Kalman filter: deterministic sigma points, no Jacobians.
`unscented_smoother`(y, *[, alpha, beta, kappa])	The unscented Rauch-Tung-Striebel smoother.