tfp.experimental.sequential.EnsembleKalmanFilterState

State for Ensemble Kalman Filter algorithms.

step Scalar Integer tensor. The timestep associated with this state.
particles Structure of Floating-point Tensors of shape [N, B1, ... Bn, Ek] where N is the number of particles in the ensemble, Bi are the batch dimensions and Ek is the size of each state.
extra Structure containing any additional information. Can be used for keeping track of diagnostics or propagating side information to the Ensemble Kalman Filter.

step A namedtuple alias for field number 0
particles A namedtuple alias for field number 1
extra A namedtuple alias for field number 2