预测股票的变化--卡尔曼滤波

import tensorflow as tf
import numpy as np
​
class KalmanFilter(object):
    def __init__(self, x=None, A=None, P=None, B=None, H=None, Q=None):
        m = self._m = H.shape[0]
        n = self._n = x.shape[0]
        l = self._l = B.shape[1]
        self._x = tf.Variable(x, dtype=tf.float32, name="x")
        self._A = tf.constant(A, dtype=tf.float32, name="A")
        self._P = tf.Variable(P, dtype=tf.float32, name="P")
        self._B = tf.constant(B, dtype=tf.float32, name="B")
        self._Q = tf.constant(Q, dtype=tf.float32, name="Q")
        self._H = tf.constant(H, dtype=tf.float32, name="H")
        self._u = tf.placeholder(dtype=tf.float32, shape=[l, 1], name="u")
        self._z = tf.placeholder(dtype=tf.float32, shape=[m, 1], name="z")
        self.