statistical model state space model http://www.scholarpedia.org/article/State_space_model SSM a state space model is a kind of statistical model which describes the probabilistic dependence between the latent state variable and the observed measurement. The state or the measurement can be either continuous or discrete. The term “state space” originated in 1960s in the area of control engineering (Kalman, 1960). SSM provides a general framework for analyzing deterministic and stochastic dynamical systems that are measured or observed through a stochastic process. Philippe Rocca-Serra ready for release