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Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
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FredericWantiez and devmotion authored Sep 13, 2023
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Expand Up @@ -24,10 +24,10 @@ The model is fully specified by the following densities:

And the dynamics of the model reduces to:
```math
x_t | x_{t-1} \sim f(x_t | x_{t-1})
```
```math
y_t | x_t \sim g(y_t | x_{t})
\begin{aligned}
x_t | x_{t-1} &\sim f(x_t | x_{t-1}) \\
y_t | x_t &\sim g(y_t | x_{t})
\end{aligned}
```
assuming ``x_0 \sim f_0(x)``.

Expand All @@ -37,9 +37,8 @@ The joint law follows:
p(x_{0:T}, y_{0:T}) = f_0(x_0) \prod_t g(y_t | x_t) f(x_t | x_{t-1})
```

Model users can define their `SSM` using the following interface:
Users can define their SSM with `SSMProblems` in the following way:
```julia

struct Model <: AbstractStateSpaceModel end

# Define the structure of the latent space
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