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Observations of a system are generally made by observing some distortion of the system with some observation error. We can transform our state space representation into our observed variables, $Y_{i}$ by the {\em observation equation}.  $$Y{i} $$Y_{i}  = G_{i}X_{i}+W_{i}$$   Where $G_{i}$ is the {\em observation matrix} which in our case will simply represent whether or not the value of the light curve was observed, and $W_{i}$ is a random zero mean vector following a set of known covariance matricies, $R_{i}$, representing the observation error.