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Revision 32, 187 bytes (checked in by smidl, 17 years ago)

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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1\form#0:$A=\frac{df}{dx}|_{x0,u0}$
2\form#1:$A=\frac{d}{dx}f(x,u)|_{x0,u0}$
3\form#2:$A=\frac{d}{du}f(x,u)|_{x0,u0}$
4\form#3:$x \sim epdf(rv)$
5\form#4:\[ f(x|a,b) = \prod f(x_i|a_i,b_i) \]
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