March 2015
Beginner to intermediate
840 pages
25h 12m
English
In the previous section, the measurement model (3.2.1) contained time-varying variables
which were independent of each other for different values
. In this section we considered the more complex case of dynamic dependency of the variable
on the variable
.
Consider the discrete dynamic system
with the
-dimensional state vector
and the
-dimensional observation vector
, connected to the state by the linear relationship
The matrices and have dimensions and ...
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