the current timestep
the posterior mean of the latent state
the posterior covariance of the latent state
the prior mean of the latent state
the prior covariance of the latent state
the one step predicted observation mean, not present at the first timestep
the one step predicted observation covariance, not present at the first timestep
the current log-likelihood of all the observations up until the current time
the prior mean of the latent state
the one step predicted observation covariance, not present at the first timestep
the posterior covariance of the latent state
the current log-likelihood of all the observations up until the current time
the posterior mean of the latent state
the prior covariance of the latent state
the current timestep
the one step predicted observation mean, not present at the first timestep
State for the Kalman Filter
the current timestep
the posterior mean of the latent state
the posterior covariance of the latent state
the prior mean of the latent state
the prior covariance of the latent state
the one step predicted observation mean, not present at the first timestep
the one step predicted observation covariance, not present at the first timestep
the current log-likelihood of all the observations up until the current time