org.ruivieira.ssm.multivariate
      
    
      
      
    
      
      
    
      
      
    
      
      
    
      
      
    
      
      
    
      Create a locally constance (underlying mean only) MultivariateStructure
Create a locally constance (underlying mean only) MultivariateStructure
State and observation dimension
The state's variance, W > 0