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Illustration Sampling Distribution

Usage

data(illustration_dist)

Format

A matrix with 1000 rows and 27 columns:

phi_xx

Elements of the drift matrix.

sigma_xx

Elements of the process noise covariance matrix.

theta_xx

Elements of the measurement error covariance matrix.

mu0_x

Elements of the initial condition mean vector.

sigma0_xx

Elements of the initial condition covariance matrix.

Author

Ivan Jacob Agaloos Pesigan