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Overview

Overview

The cd_dynamax API is organized into a few main components:

  • A Base SSM Class
  • Continuous-Discrete Linear Gaussian State-Space Models
    • Including inference via the Kalman filter
  • Continuous-discrete nonlinear Gaussian state-space models
    • Including inference via the Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), and Ensemble Kalman Filter (EnKF).
  • Utilities for simulation, optimization, evaluation, and plotting