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MixedGaussianState

class MixedGaussianState < State

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

Member Variables

Name Description
x_n:Random<Real[_]> Nonlinear state.
x_l:Random<Real[_]> Linear state.
y_n:Random<Real[_]> Nonlinear observation.
y_l:Random<Real[_]> Linear observation.