Introduction
From lecture 1, we know that:
Probabilities are the right tool for representing our knowledge of the system
Density evolves with the flow associated with the dynamics this can be understood by considering time evolution of an ensemble of samples
But the system alone (without observations) will live its own life! After a while, we loose the real world
We need observations to follow reality
Two questions arise from this:
How to incorporate observation in the system?
What's happend if observations are introduced?
