Dynamic Estimation
==================

.. automodule:: pytcl.dynamic_estimation
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Kalman Filters
--------------

.. automodule:: pytcl.dynamic_estimation.kalman
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Linear Kalman Filter
^^^^^^^^^^^^^^^^^^^^

.. automodule:: pytcl.dynamic_estimation.kalman.linear
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Extended Kalman Filter
^^^^^^^^^^^^^^^^^^^^^^

.. automodule:: pytcl.dynamic_estimation.kalman.extended
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.. _constrained-ekf:

Constrained Extended Kalman Filter
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

State-constrained filtering using Lagrange multiplier methods. Enforces
equality and inequality constraints on the state estimate.

.. automodule:: pytcl.dynamic_estimation.kalman.constrained
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Unscented & Cubature Kalman Filter
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

.. automodule:: pytcl.dynamic_estimation.kalman.unscented
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Square-Root Kalman Filters
^^^^^^^^^^^^^^^^^^^^^^^^^^

Numerically stable Kalman filter implementations that propagate the
Cholesky factor of the covariance matrix.

.. automodule:: pytcl.dynamic_estimation.kalman.square_root
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   :exclude-members: SRKalmanState, SRKalmanPrediction, SRKalmanUpdate

Interacting Multiple Model (IMM) Estimator
------------------------------------------

The IMM estimator handles systems with multiple possible dynamic modes.

.. automodule:: pytcl.dynamic_estimation.imm
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Particle Filters
----------------

.. automodule:: pytcl.dynamic_estimation.particle_filters
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Bootstrap Particle Filter
^^^^^^^^^^^^^^^^^^^^^^^^^

.. automodule:: pytcl.dynamic_estimation.particle_filters.bootstrap
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.. _rbpf:

Rao-Blackwellized Particle Filter
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

Hybrid particle filter for systems with nonlinear and linear subsystems. Each
particle maintains an independent Kalman filter for the linear components,
reducing estimator variance.

.. automodule:: pytcl.dynamic_estimation.rbpf
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Gaussian Sum Filter
-------------------

.. automodule:: pytcl.dynamic_estimation.gaussian_sum_filter
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Information Filter
------------------

.. automodule:: pytcl.dynamic_estimation.information_filter
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H Infinity
----------

.. automodule:: pytcl.dynamic_estimation.kalman.h_infinity
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Matrix Utils
------------

.. automodule:: pytcl.dynamic_estimation.kalman.matrix_utils
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Sr Ukf
------

.. automodule:: pytcl.dynamic_estimation.kalman.sr_ukf
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Types
-----

.. automodule:: pytcl.dynamic_estimation.kalman.types
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Ud Filter
---------

.. automodule:: pytcl.dynamic_estimation.kalman.ud_filter
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Smoothers
---------

.. automodule:: pytcl.dynamic_estimation.smoothers
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