statsmodels.tsa.statespace.kalman_filter.KalmanFilter.initialize¶

KalmanFilter.initialize(initialization, approximate_diffuse_variance=None, constant=None, stationary_cov=None, a=None, Pstar=None, Pinf=None, A=None, R0=None, Q0=None)¶

如有必要，创建一个初始化对象