is this a local level state space model or a linear gaussian model

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Yosr Ben Hmidène
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is this a local level state space model or a linear gaussian model

Postby Yosr Ben Hmidène » Sat Nov 17, 2018 1:36 am

I'm wondering if I can use the standard linear gaussian kalman smoother algorithm if I have an interaction between a deterministic and a stochastic elements of the state vector in the measurement equation as presented in the attachement ?
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