neurotools.stats.kalman module

Kalman filtering impementation for demonstration

neurotools.stats.kalman.multiply_gaussian(M1, C1, M2, C2)

neurotools.stats.kalman.kalman_forward(m, c, A, Q)

neurotools.stats.kalman.kalman_backward(m, c, A, Q)

neurotools.stats.kalman.kalman_measure(m, c, B, pxyBi, y)

neurotools.stats.kalman.kalman_smooth(Y, A, B, Q, U)