athena_joint_gaussian_update
Update a multivariate Gaussian posterior exactly after a linear-Gaussian observation, rejecting invalid coefficients or non-finite states.
Instructions
Perform the exact finite-dimensional multivariate-Gaussian posterior update for one declared linear-Gaussian observation. Unknown coefficient coordinates and non-finite state fail closed. Model state only; not general continuous Bayes.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| mean | Yes | ||
| variables | Yes | ||
| covariance | Yes | ||
| observation | Yes |