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Updated Kalman filter implementation to new GPy

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Arno Solin 2015-02-26 19:12:26 +02:00 • committed by Alexander Grigorievskiy
parent 2e7ad7b8d4
commit d061a10207
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GPy/examples/state_space.py Normal file
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import GPy
import numpy as np
import matplotlib.pyplot as plt
from GPy.models.state_space import StateSpace
X = np.linspace(0, 10, 2000)[:, None]
Y = np.sin(X) + np.random.randn(*X.shape)*0.1
kernel = GPy.kern.Matern32(X.shape[1])
m = StateSpace(X,Y, kernel)