Kalman-and-Bayesian-Filters-in-Python
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Distribution_of_the_product_of_two_random_variables
Hello Dear Roger, I am studding your wonderful book on KF and thank you from all my heart. In the third chapter you have an error in the formula of a product of random variables, see the correct one on Wiki page:
https://en.wikipedia.org/wiki/Distribution_of_the_product_of_two_random_variables
Good luck in your research and work. Best regards Gleb Karmi [email protected]