# Examples

We let $$u$$ denote our state space on which we perform observations $$O_i$$ , $$O_i(\lambda) = u(\lambda, t_i),$$

$O_i(\lambda) = u(\lambda, t_i),$
at times $$t_0, t_1, \dots t_M.$$

Data $$d_i$$ is collected from (normally distributed) noisy observations:

$$d_i = O_i(\lambda) + \eta_i,$$ $$\eta_i\sim N(0,\sigma_i^2)$$