Examples

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

at times \(t_0, t_1, \dots t_M.\)


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

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