Public instance methods
object do_filter(object estimated_state, object estimated_state_covariance, object predicted_observation, object predicted_observation_covariance, object observation, object observation_model, object observation_noise)
object observed_from_state(object state_mean, object state_var, object observation_model, object observation_noise)
object posterior_from_prior_state(object prior_state, object prior_state_var, object observation, object observation_model, object predicted_observations, object observation_noise)
object predict_state_mean(object prior_state, object transition_matrices)
object predict_state_var(object prior_state_var, object transition_matrices, object transition_noise_sums)