bdm::NoiseParticle Class Reference

#include <particles.h>

List of all members.

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Detailed Description

Marginalized particle for state-space models with unknown parameters of residues distribution

This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance.

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The documentation for this class was generated from the following file:

• particles.h