MixedGaussianModel
class MixedGaussianModel < Model
Linear-nonlinear state-space model.
Member Variables
| Name | Description |
|---|---|
| x_n:Tape<Random<Real>> | Nonlinear hidden states. |
| x_l:Tape<Random<Real[_]>> | Linear hidden states. |
| y_n:Tape<Random<Real>> | Nonlinear observations. |
| y_l:Tape<Random<Real>> | Linear observations. |
| 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. |
| σ2_x_n:Real | Nonlinear state noise covariance. |
| σ2_y_l:Real | Linear observation noise covariance. |
| σ2_y_n:Real | Nonlinear observation noise covariance. |