A todo list for the state space models 1) Documentation for the functions 2) implementation for Matern32 - Done Matern52 exponential - Done bias white rbf periodic Materns >??? periodic rbf 3) Addition and multiplication addition - computing the sde variables is done, needs brushing derivatives multiplication F = kron_sum(F1, F2) L, Qc, H P_inf: kron_prod derivatives! 4) Examples. Just a draw from a mater32. Show that the standard method gives the same result as the SS 5) Tests. Ensure that the log-likelihood is the same for the standard as the SS same for the derivatives. checkgradding check adding and multiplication works for various combinations 6) plotting plot the kalman fitered result, and the smoothed result. Copy AS's animation posterior samples