Basic ODE filtering and smooting implementation.
Project description
ODE Filters
The ode-filters package is an experimental implementation of basic ODE filtering and smoothing functionalities. Its main purpose is educational and research-oriented, providing a simple starting point for ODE filtering in Python. As such, it uses NumPy for the most part and JAX where autodiff is needed. Currently, only constant step sizes and time-invariant observation and dynamics are supported.
Installation
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Install the latest release from PyPI:
pip install ode-filters
Quickstart
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Run the full test suite:
uv run pytest --cov=ode_filters --cov-report=term-missing
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