I have some problems with the derivation of multi-model filtering in a paper. The involved statements in this paper are as follows.

enter image description here

enter image description here

My question is how did the above formula get from left to right?

Also, does the "first two moments of $x_k$" in paragraph 1 refer to the first two time steps? why specifically mentioned here?

The paper's link: https://ieeexplore.ieee.org/document/5953482

Thanks in advance!

  • $\begingroup$ Can you link to the relevant paper? $\endgroup$
    – Adam Kells
    Oct 6 '21 at 10:43
  • $\begingroup$ thank you, I attached the paper's link as above $\endgroup$ Oct 11 '21 at 7:23

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.