View source: R/get_model_lineargaussiansimpler_discreteprior.R
Univariate linear Gaussian model with one parameter (sigmaV2)and discrete prior
Latent states: X[t] = phi*X[t-1] + N(0,sigmaW2).
Observations: Y[t] = psi*X[t] + N(0,sigmaV2).
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