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