:orphan:

:mod:`torchfilter.filters._extended_information_filter`
=======================================================

.. py:module:: torchfilter.filters._extended_information_filter

.. autoapi-nested-parse::

   Private module; avoid importing from directly.



Module Contents
---------------

Classes
~~~~~~~

.. autoapisummary::

   torchfilter.filters._extended_information_filter.ExtendedInformationFilter



.. py:class:: ExtendedInformationFilter(*, dynamics_model: DynamicsModel, measurement_model: KalmanFilterMeasurementModel)

   Bases: :class:`torchfilter.base.KalmanFilterBase`

   .. autoapi-inheritance-diagram:: torchfilter.filters._extended_information_filter.ExtendedInformationFilter
      :parts: 1

   Information form of a Kalman filter; generally equivalent to an EKF but
   internally parameterizes uncertainties with the inverse covariance matrix.

   For building estimators with more complex observation spaces (eg images), see
   ``VirtualSensorExtendedInformationFilter``.

   .. attribute:: information_vector
      :annotation: :torch.Tensor

      Information vector of our posterior; shape should be
      ``(N, state_dim)``.

      :type: torch.Tensor


   .. attribute:: information_matrix
      :annotation: :torch.Tensor

      Information matrix of our posterior; shape should be
      ``(N, state_dim, state_dim)``.

      :type: torch.Tensor


   .. method:: belief_covariance(self) -> types.CovarianceTorch
      :property:

      Posterior covariance. Shape should be ``(N, state_dim, state_dim)``.