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MixedGaussianParameter


class MixedGaussianParameter

Parameter for MixedGaussianModel.

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.
σ2_x_n:Real Nonlinear state noise covariance.
σ2_y_l:Real Linear observation noise covariance.
σ2_y_n:Real Nonlinear observation noise covariance.