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
|
|
particles
|
|
extra
|
|