State-Space Model with One Binary and One Continuous Observation

Abstract

In this chapter, we will consider the case where $$x_{k}$$ x k evolves with time following a slightly more complicated state equation and gives rise to both a binary observation $$n_{k}$$ n k and a continuous observation $$r_{k}$$ r k . Prior to looking into the equation derivations, however, as in the previous chapter, we will again first consider a few example scenarios where the need for such a model arises.