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 Tensors 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
|
|
particles
|
|
extra
|
|
View source on GitHub