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Package PyKF :: Module KalmanFiltering :: Class UnscentedFilter |
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BevertonHoltFilter1
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BevertonHoltFilter2
Unscented Kalman filter, using Beverton-Holt recruitment as an example. Algorithms based on van der Merwe and Wan (2001) Measurement equation: y[t] = self.measure(x[t], v[t]) where v[t] ~ N(0,V[t]) Process equation: x[t+1] = F(x[t], w[t]) where w[t] ~ N(0,W[t]) This algorithm also (optionally) updates the measurement variance according to West and Harrison (1997), pp52-57.
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