31 lines
742 B
Python
31 lines
742 B
Python
from dataclasses import dataclass
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import numpy as np
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from math import sqrt
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@dataclass(frozen=True) # implements constructor among other boilerplate
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class State:
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mean: float
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variance: float
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entry: float # pi
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exit: float # eta
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@property
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def std_dev(self):
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return sqrt(self.variance)
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state1 = State(1, 1.44, 0.44, 0.02)
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state2 = State(4, 0.49, 0.56, 0.03)
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observations = [3.8, 4.2, 3.4, -0.4, 1.9, 3.0, 1.6, 1.9, 5.0]
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a_matrix = np.array([[0.92, 0.06],
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[0.04, 0.93]])
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state_transition = np.array([[0, 0.44, 0.56, 0],
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[0, 0.92, 0.06, 0.02],
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[0, 0.04, 0.93, 0.03],
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[0, 0, 0, 0]])
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