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Gaussian Stochastic ProcessesGaussian Stochastic Processes • Linear systems driven by IID noise • Evolution of mean and covariance • Example: mass-spring system
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Document Date: 2016-01-05 19:22:00
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Gaussian Stochastic ProcessesGaussian Stochastic Processes • Linear systems driven by IID noise • Evolution of mean and covariance • Example: mass-spring system