Index

B

B (ssm.inference.OnlineKalmanFilter property)

E

ekf_forecast() (in module ssm.inference) ekf_forecast_batch() (in module ssm.inference)

em_SS_LDS() (in module ssm.learning) em_SS_tracking() (in module ssm.learning)

F

filterEKF_withMissingValues_torch() (in module ssm.inference)

filterLDS_SS_withMissingValues_np() (in module ssm.inference) filterLDS_SS_withMissingValues_torch() (in module ssm.inference)

G

get_positions_x_vs_y_fig() (in module ssm.tracking.plotting) get_x_and_y_time_series_vs_time_fig() (in module ssm.tracking.plotting) get_x_time_series_vs_time_fig() (in module ssm.tracking.plotting)

getLDSmatricesForKinematics_np() (in module ssm.tracking.utils) getLDSmatricesForKinematics_torch() (in module ssm.tracking.utils) getNDSwithGaussianNoiseFunctionsForKinematicsAndHO_torch() (in module ssm.tracking.utils)

L

lag1CovSmootherLDS_SS() (in module ssm.learning) lds_forecast() (in module ssm.inference) lds_forecast_batch() (in module ssm.inference)

log_like_observations_given_forecasts_ekf() (in module ssm.inference) log_like_observations_given_forecasts_lds() (in module ssm.inference) logLikeEKF_withMissingValues_torch() (in module ssm.inference) logLikeLDS_withMissingValues_torch() (in module ssm.inference)

M

m0 (ssm.inference.OnlineKalmanFilter property) module ssm ssm.inference ssm.learning ssm.simulation ssm.tracking ssm.tracking.plotting ssm.tracking.utils

O

OnlineKalmanFilter (class in ssm.inference)

P

P (ssm.inference.OnlineKalmanFilter property) posteriorCorrelationMatrices() (in module ssm.learning)

predict() (ssm.inference.OnlineKalmanFilter method) (ssm.inference.TimeVaryingOnlineKalmanFilter method)

Q

Q (ssm.inference.OnlineKalmanFilter property)

R

R (ssm.inference.OnlineKalmanFilter property)

S

scipy_optimize_SS_tracking_diagV0() (in module ssm.learning) scipy_optimize_SS_tracking_fullV0() (in module ssm.learning) simulateLDS() (in module ssm.simulation) simulateNDSgaussianNoise() (in module ssm.simulation) smoothLDS_SS() (in module ssm.inference) ssm module ssm.inference module

ssm.learning module ssm.simulation module ssm.tracking module ssm.tracking.plotting module ssm.tracking.utils module

T

TimeVaryingOnlineKalmanFilter (class in ssm.inference) torch_adam_optimize_SS_tracking_diagV0() (in module ssm.learning)

torch_lbfgs_optimize_kinematicsHO_logLikeEKF_diagV0() (in module ssm.learning) torch_lbfgs_optimize_SS_tracking_diagV0() (in module ssm.learning)

U

update() (ssm.inference.OnlineKalmanFilter method) (ssm.inference.TimeVaryingOnlineKalmanFilter method)

V

V0 (ssm.inference.OnlineKalmanFilter property)

X

x (ssm.inference.OnlineKalmanFilter property)

Z

Z (ssm.inference.OnlineKalmanFilter property)