Coding snippets and minimal examples to demonstrate use of classes and functions.

ALSSMs & Cost Functions#

Autonomous Linear State Space Models (ALSSMs) and squared error cost functions using ALSSM models, see also: ALSSM Classes and Cost Function Classes in module Module statespace

Backend Selection (Plain Python vs. JIT)#

The module lmlib.statespace.backend provides methods to enable Just-in-Time (JIT) compilation for time-critical routines in the package lmlib.statespace. Turning on JIT significantly increases execution speed of filtering applications. To activate JIT, the Python numba package must be installed. The following examples demonstrate the usage of JIT.

Polynomials Basics#

Examples on handling polynomials in vector exponent notation, see module Module polynomial

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