Welcome to pyParticleEst’s documentation!

The introduction chapter provides a quick introduction to the ideas behind the framework and explanation of how it’s expected to be used. The rest is an API documentation for those classes that the users of the frameowork are expected to come into contact with.

Contents

• Introduction
• API
  • Simulator
    • Simulator
    • Parameter Estimator
  • Interfaces
    • Particle Filter
    • Particle Filter Non-Markov
    • Auxiliary Particle Filter
    • Forward-Filter Backward Simulator
    • FFBSi Non-Markov
    • FFBSi with Rejection Sampling
    • Proposal methods, e.g. MHIPS and MHBP
    • Parameter estimation
      • Numerical gradient
      • Analytic gradient
  • Base classes
    • Mixed Linear/Nonlinear Gaussian
    • Nonlinear Gaussian
    • Linear Time-Varying
    • Hierarchial
• Examples
  • Basic Model
  • Standard Nonlinear Model

Links

Project homepage: http://www.control.lth.se/Staff/JerkerNordh/pyparticleest.html

Source code: https://github.com/jerkern/pyParticleEst

Documentation: https://readthedocs.org/projects/pyparticleest

Indices and tables

• Index
• Module Index
• Search Page