Laplace
Approximation.</p></li>
</ol>
<!-- 4. `method='ukf'`: The Unscented Kalman Filter. --><p>There is a difference between the Kalman filtering methods, and the
Laplace method in the way they approach likelihood computations, and
thus what information the filters produce:</p>
<ol style="list-style-type: decimal">
<li>The Kalman filters produce <em>prior</em> and <em>posterior</em>
state estimates. The <em>prior</em> estimates are conditioned on
observations from the starting time <span class="math inlin