I have noticed that in the simulation scheme (simulateNLSS), the evolution noise enters the system when t increases 1, no matter how small the integration step deltat is. Is it the same for the inference scheme as well? Is the inference for the evolution noise adjueted for different step size deltat, (as the variance of the evolution noise should be linearly increasing with time), or the toolbox assume the step size is one when it is dealing with the evolution noise?
Thanks very much! I am looking forward to your reply!
Hi Jean,
I have noticed that in the simulation scheme (simulateNLSS), the evolution noise enters the system when t increases 1, no matter how small the integration step deltat is. Is it the same for the inference scheme as well? Is the inference for the evolution noise adjueted for different step size deltat, (as the variance of the evolution noise should be linearly increasing with time), or the toolbox assume the step size is one when it is dealing with the evolution noise?
Thanks very much! I am looking forward to your reply!
Best, Yan