Index

B

BaseEstimator (class in tfilterspy.base_estimator)

D

DaskKalmanFilter (class in tfilterspy.state_estimation) (class in tfilterspy.state_estimation.linear_filters)

DaskNonLinearKalmanFilter (in module tfilterspy.state_estimation) DaskParticleFilter (class in tfilterspy.state_estimation) (class in tfilterspy.state_estimation.particle_filters)

E

EnsembleKalmanFilter (class in tfilterspy.state_estimation) (class in tfilterspy.state_estimation.ensemble_kalman) estimate_parameters() (tfilterspy.utils.optimisation_utils.ParameterEstimator method) estimate_with_adaptive_filtering() (tfilterspy.utils.optimisation_utils.ParameterEstimator method)

estimate_with_cross_validation() (tfilterspy.utils.optimisation_utils.ParameterEstimator method) estimate_with_mle() (tfilterspy.utils.optimisation_utils.ParameterEstimator method) estimate_with_residual_analysis() (tfilterspy.utils.optimisation_utils.ParameterEstimator method) ExtendedKalmanFilter (class in tfilterspy.state_estimation) (class in tfilterspy.state_estimation.extended_kalman)

F

filter_step() (tfilterspy.state_estimation.ensemble_kalman.EnsembleKalmanFilter method) (tfilterspy.state_estimation.EnsembleKalmanFilter method) (tfilterspy.state_estimation.extended_kalman.ExtendedKalmanFilter method) (tfilterspy.state_estimation.ExtendedKalmanFilter method) (tfilterspy.state_estimation.KalmanFilter method) (tfilterspy.state_estimation.linear_filters.KalmanFilter method) (tfilterspy.state_estimation.particle_filters.ParticleFilter method) (tfilterspy.state_estimation.ParticleFilter method) (tfilterspy.state_estimation.unscented_kalman.UnscentedKalmanFilter method) (tfilterspy.state_estimation.UnscentedKalmanFilter method) fit() (tfilterspy.state_estimation.ensemble_kalman.EnsembleKalmanFilter method) (tfilterspy.state_estimation.EnsembleKalmanFilter method) (tfilterspy.state_estimation.extended_kalman.ExtendedKalmanFilter method) (tfilterspy.state_estimation.ExtendedKalmanFilter method) (tfilterspy.state_estimation.KalmanFilter method) (tfilterspy.state_estimation.linear_filters.KalmanFilter method) (tfilterspy.state_estimation.particle_filters.ParticleFilter method) (tfilterspy.state_estimation.ParticleFilter method) (tfilterspy.state_estimation.unscented_kalman.UnscentedKalmanFilter method) (tfilterspy.state_estimation.UnscentedKalmanFilter method)

fit_predict() (tfilterspy.base_estimator.BaseEstimator method) forecast() (tfilterspy.state_estimation.KalmanFilter method) (tfilterspy.state_estimation.linear_filters.KalmanFilter method)

G

get_params() (tfilterspy.base_estimator.BaseEstimator method)

K

KalmanFilter (class in tfilterspy.state_estimation) (class in tfilterspy.state_estimation.linear_filters)

M

module tfilterspy.base_estimator tfilterspy.state_estimation tfilterspy.state_estimation.ensemble_kalman tfilterspy.state_estimation.extended_kalman tfilterspy.state_estimation.linear_filters tfilterspy.state_estimation.particle_filters tfilterspy.state_estimation.unscented_kalman tfilterspy.utils.optimisation_utils

P

ParameterEstimator (class in tfilterspy.utils.optimisation_utils) ParticleFilter (class in tfilterspy.state_estimation) (class in tfilterspy.state_estimation.particle_filters) predict() (tfilterspy.state_estimation.DaskKalmanFilter method) (tfilterspy.state_estimation.ensemble_kalman.EnsembleKalmanFilter method) (tfilterspy.state_estimation.EnsembleKalmanFilter method) (tfilterspy.state_estimation.extended_kalman.ExtendedKalmanFilter method) (tfilterspy.state_estimation.ExtendedKalmanFilter method) (tfilterspy.state_estimation.KalmanFilter method) (tfilterspy.state_estimation.linear_filters.DaskKalmanFilter method) (tfilterspy.state_estimation.linear_filters.KalmanFilter method) (tfilterspy.state_estimation.particle_filters.ParticleFilter method) (tfilterspy.state_estimation.ParticleFilter method) (tfilterspy.state_estimation.unscented_kalman.UnscentedKalmanFilter method) (tfilterspy.state_estimation.UnscentedKalmanFilter method)

R

run_filter() (tfilterspy.state_estimation.KalmanFilter method) (tfilterspy.state_estimation.linear_filters.KalmanFilter method)

S

score() (tfilterspy.base_estimator.BaseEstimator method) set_params() (tfilterspy.base_estimator.BaseEstimator method) smooth() (tfilterspy.state_estimation.extended_kalman.ExtendedKalmanFilter method) (tfilterspy.state_estimation.ExtendedKalmanFilter method) (tfilterspy.state_estimation.KalmanFilter method) (tfilterspy.state_estimation.linear_filters.KalmanFilter method)

T

tfilterspy.base_estimator module tfilterspy.state_estimation module tfilterspy.state_estimation.ensemble_kalman module tfilterspy.state_estimation.extended_kalman module

tfilterspy.state_estimation.linear_filters module tfilterspy.state_estimation.particle_filters module tfilterspy.state_estimation.unscented_kalman module tfilterspy.utils.optimisation_utils module to_dask_array() (tfilterspy.base_estimator.BaseEstimator static method)

U

UnscentedKalmanFilter (class in tfilterspy.state_estimation) (class in tfilterspy.state_estimation.unscented_kalman)

V

validate_matrices() (tfilterspy.base_estimator.BaseEstimator method)