状态空间模型：通过代码解析
本文通过代码示例深入浅出地解释了状态空间模型（State Space Models, SSMs）的核心概念，包括状态表示、状态转移方程与观测方程。文章结合Python代码，展示了如何在实践中构建和模拟SSM，帮助读者理解这类模型在时间序列分析、控制系统等领域的应用原理。
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