MixedGaussianModel

class MixedGaussianModel = MarkovModel<MixedGaussianState, MixedGaussianParameter>

Linear-nonlinear state-space model. The delayed sampling feature of Birch results in a Rao--Blackwellized particle filter with locally-optimal proposal being applied to this model.

Run with:

birch sample \
  --model MixedGaussianModel \
  --input-file input/mixed_gaussian.json \
  --output-file output/mixed_gaussian.json \
  --nparticles 256 \
  --ncheckpoints 50

The model is detailed in Lindsten and Schön (2010).