GitHub

tfp.experimental.sequential.EnsembleKalmanFilterState

State for Ensemble Kalman Filter algorithms.

tfp.experimental.sequential.EnsembleKalmanFilterState(
    step, particles, extra
)

Contents
`step`	Scalar `Integer` tensor. The timestep associated with this state.
`particles`	Structure of Floating-point `Tensor`s of shape [N, B1, ... Bn, Ek] where `N` is the number of particles in the ensemble, `Bi` are the batch dimensions and `Ek` is the size of each state.
`extra`	Structure containing any additional information. Can be used for keeping track of diagnostics or propagating side information to the Ensemble Kalman Filter.

Attributes
`step`	A `namedtuple` alias for field number 0
`particles`	A `namedtuple` alias for field number 1
`extra`	A `namedtuple` alias for field number 2

Except as otherwise noted, the content of this page is licensed under the Creative Commons Attribution 4.0 License, and code samples are licensed under the Apache 2.0 License. For details, see the Google Developers Site Policies. Java is a registered trademark of Oracle and/or its affiliates.

Last updated 2022-06-28 UTC.

Contents