Figure 2: The linear state-space model and an example of the data it generates: the upper left panel shows simulated data in terms of the output due to hidden states (coloured lines) and observation noise (red lines). The (noisy) dynamics of the hidden states are shown in the upper right panels (blue lines), which are the response to the cause or input on the lower left. The generative model is shown as a Bayesian dependency graph on the lower right.