filters

Adaptive(/continuous-time) filter implementations.

filter_adaptive(prior, correction) -> strategy.Strategy

Construct a filter.

Source code in probdiffeq/solvers/strategies/filters.py

def filter_adaptive(prior, correction, /) -> strategy.Strategy:
    """Construct a filter."""
    extrapolation_impl = _PreconFilter(*prior)
    return strategy.Strategy(
        extrapolation_impl,
        correction,
        string_repr=f"<Filter with {extrapolation_impl}, {correction}>",
        is_suitable_for_save_at=True,
        is_suitable_for_offgrid_marginals=True,
        is_suitable_for_save_every_step=True,
    )