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StateSpaceModel

class StateSpaceModel<Parameter, State, Observation> < MarkovModel<Parameter, State>

State-space model.

The joint distribution is:

Graphical model depicting StateSpaceModel.

Member Variables

Name Description
y:List<Observation> Observations.

Member Fibers

Name Description
observation Observation model.

Member Fiber Details

observation

fiber observation(y:Observation, x:State, θ:Parameter) -> Real

Observation model.