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Update README.md
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yebai authored Sep 17, 2023
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### Linear Gaussian State Space Model
As a concrete example, the following snippet of pseudo-code defines a linear Gaussian state space model:
```julia
using SSMProblems
using Distributions
using SSMProblems, Distributions

# Model definition
T, sig_u, sig_v = 10, 0.1, 0.2
observations = ...
observations = rand(T)

struct LinearSSM{T} <: AbstractStateSpaceModel
state::T
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