Consider the feature stream
,
where
.
For simplicity, we assume that the first derivatives are obtained by the
firstorder difference:
and define the DAF as
Note that we are forced to eliminate one time step, thus
For analysis, it is more convenient to work with the equivalent history form of the DAF defined by
where

(15.1) 
From a theoretical point of view, features and are equivalent
since we can obtain from by linear transformation
with determinant 1.
Baggenstoss
20170519