Revision #2799 → #3278 · back to history
addedHidden Markov model with continuous latent variablesf19efaebdaf3
addedZero-mean estimation error invariant46cf37d23862
addedCovariance matrices reflect true covariancebcdd2487eba6
addedChain-rule factorization of observation likelihood53a614285eec
addedState-space model of the Kalman–Bucy filterc5f832545843
addedContinuous-time Kalman–Bucy gain9fc0acf4a82b