Based on:
Zoubin Ghahramani, Geoffrey E. Hinton. Parameter Estimation for Linear Dynamical Systems, 1996
http://www.gatsby.ucl.ac.uk/~zoubin/papers/tr-96-2.pdf
Default implementation of GenericLDSMStep. It supports one dimensional linear dynamical system only, where both state and observations are 1-D real vectors.
Learning parameters in Linear Dynamic Systems.
Based on: Zoubin Ghahramani, Geoffrey E. Hinton. Parameter Estimation for Linear Dynamical Systems, 1996 http://www.gatsby.ucl.ac.uk/~zoubin/papers/tr-96-2.pdf