`torchfilter.filters._extended_information_filter`

Private module; avoid importing from directly.

Module Contents

Information form of a Kalman filter; generally equivalent to an EKF but

class torchfilter.filters._extended_information_filter.ExtendedInformationFilter(*, dynamics_model: DynamicsModel, measurement_model: KalmanFilterMeasurementModel)[source]

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.

information_vector :torch.Tensor

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

information_matrix :torch.Tensor

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