def set_filter_method(self, filter_method=None, **kwargs):
        if filter_method is not None:
            self.filter_method = filter_method
        for name in KalmanFilter.filter_methods:
            if name in kwargs:
                setattr(self, name, kwargs[name])
Set the filtering method
dataset/ETHPy150Open statsmodels/statsmodels/statsmodels/tsa/statespace/kalman_filter.py/KalmanFilter.set_filter_method