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9 Aug 2005: iI. Φ(xti; yt). i,jHΨh(xti, x. tj ). i,jVΨv(xti, x. tj ). iI. xt1i. Ψt(xti, xt1i )P (x. t1i |yt1,. , y1). (3). ... to the filtering model to give:. P (xt|y, Mf ) =. i,jHΨh(xti, x. tj ). i,jVΨv(xti, x. tj ). iI. Φ(xti; yt).

11 Jul 2005: 1i µ. Ti µ j C. 1j µ. Tj µ C1µ T.

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