LostTech.TensorFlow : API Documentation

Type IKalmanFilter

Namespace tensorflow.contrib.timeseries.state_space_models.kalman_filter

Interfaces IPythonObjectContainer

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)