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MixedGaussianParameter

class MixedGaussianParameter < Parameter

Parameter model for mixed linear-nonlinear Gaussian state-space model.

Member Variables

Name Description
A:Real[_,_] Linear-linear state transition matrix.
B:Real[_,_] Nonlinear-linear state transition matrix.
C:Real[_,_] Linear observation matrix.
Σ_x_l:Real[_,_] Linear state noise covariance.
Σ_x_n:Real[_,_] Nonlinear state noise covariance.
Σ_y_l:Real[_,_] Linear observation noise covariance.
Σ_y_n:Real[_,_] Nonlinear observation noise covariance.