class bayespy.nodes.SwitchingGaussianMarkovChain(mu, Lambda, B, Z, nu, n=None, **kwargs)[source]

Node for Gaussian Markov chain random variables with switching dynamics.

The node models a sequence of Gaussian variables :math:`mathbf{x}_0,ldots,mathbf{x}_{N-1}$ with linear Markovian dynamics. The dynamics may change in time, which is obtained by having a set of matrices and at each time selecting one of them as the state dynamics matrix. The graphical model can be presented as: