Linear Dynamical Systems’s documentation

Contents

• Overview
• Demo scripts
• Online Bayesian linear regression
• Tracking

Code:

• src
  • lds package
    • Submodules
    • lds.inference module
      • OnlineKalmanFilter
      • TimeVaryingOnlineKalmanFilter
      • filterLDS_SS_withMissingValues_np()
      • filterLDS_SS_withMissingValues_torch()
      • logLikeLDS_SS_withMissingValues_torch()
      • smoothLDS_SS()
    • lds.learning module
      • em_SS_LDS()
      • em_SS_tracking()
      • lag1CovSmootherLDS_SS()
      • posteriorCorrelationMatrices()
      • scipy_optimize_SS_tracking_diagV0()
      • scipy_optimize_SS_tracking_fullV0()
      • torch_adam_optimize_SS_tracking_diagV0()
      • torch_lbfgs_optimize_SS_tracking_diagV0()
    • lds.simulation module
      • simulateLDS()
    • Module contents

Indices and tables

• Index

• Module Index

• Search Page