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

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Last updated 2023-11-21 UTC.

Contents