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Kalman-Bucy 的查询结果
数学计算 runs Kalman-Bucy filter over observations matrix Z for 1-step prediction onto matrix X (X can = Z)
runs Kalman-Bucy filter over observations matrix Z
for 1-step prediction onto matrix X (X can = Z)
with model order p
V = initial covariance of observation sequence noise
returns model parameter estimation sequence A,
sequence of predicted outcomes y_pred
and error matrix Ey (reshaped) for y and Ea ...