reg_bench.ode.integrate module

reg_bench.ode.integrate.generate_ode_data(problem, x0, t, ode_params=None, noise_amplitude=0, noise_pdf=None, noise_params=None, noise_kind='additive', diff_params=None)

Generate a trajectory and estimate its derivate.

Noise will be added as measurement noise before estimating the derivatives.

Parameters

• problem – ode generator

• x0 – initial conditions

• t – timestamps of the output

• ode_params – kwargs for problem

• noise_kind – proportional or additive

• noise_amplitude – noise amplitude

• noise_pdf – function which generates noise

• noise_params – kwargs passed to noise_pdf

• derive_max_order – maximum order derivative

Returns

trajectory and derivative

Return type

x, dx

reg_bench.ode.integrate.add_measurement_noise(x, noise_amplitude=0, noise_pdf=None, noise_params=None, noise_kind='additive')

Add measurement noise to a trajectory.