System Models

AdditiveNoiseSystemModel — Represents system models of the form \(x_k = a_k(x_{k-1}) + w_k\)
SystemModel — Represents system models of the form \(x_k = a_k(x_{k-1}, w_k)\)
MixedNoiseSystemModel — Represents system models of the form \(x_k = a_k(x_{k-1}, w_k) + r_k\)
LinearSystemModel — Represents system models of the form \(x_k = \mathbf{A}_k x_{k-1} + \mathbf{B}_k w_k + u_k\)