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Sep 28, 2017 at 9:00 vote accept J. Doe
Sep 15, 2017 at 1:31 history tweeted twitter.com/StackSignals/status/908503416795799558
Sep 13, 2017 at 15:58 answer added Atul Ingle timeline score: 1
Sep 13, 2017 at 15:42 comment added Atul Ingle Thanks. You are right, the transition model is not relevant (for now). Now if the noise components are independent, the $\approx$ symbols in your equation can all be turned into $=$. So, correlations between state variable is probably not the issue here. You may need to elaborate more on the "this does not work very well" part of your question.
Sep 13, 2017 at 14:52 comment added J. Doe $z$ is the observation and the obsv. model is given by $z=x$+noise. The transition function is given by a non-linear function $f(x)$ but I dont see how it would be important for the observation likelihood if we use a sequential approach?
Sep 12, 2017 at 17:59 comment added Atul Ingle What is the observation model? Is $z$ the observation and $z = x+$noise? Also, what's the state transition model?
Sep 12, 2017 at 15:40 history edited J. Doe CC BY-SA 3.0
additional information/better explanation due to the lack of answers
Sep 12, 2017 at 9:04 review First posts
Sep 12, 2017 at 11:15
Sep 12, 2017 at 9:02 history asked J. Doe CC BY-SA 3.0