LEXIUM
STATE MODELS LAB

Explore a changing signal.

Control the noise and disturbance. Compare two estimators on identical observations.

WHAT STATE SPACE MEANS

A map of a changing system.

A complex system cannot always be understood from one measurement. Lexium represents it with a compact collection of variables: its state. At time t, that collection is the state vector.

Measurements are observations. They may be noisy, incomplete or indirect. An estimator uses those observations to estimate hidden state. A transition model describes how that state can change. Uncertainty records how strongly the evidence supports the estimate.

OBSERVATION↓ESTIMATOR↓STATE(t)↓TRANSITION↓STATE(t+1)
OBSERVEDWhat entered the system
ESTIMATEDWhat the model infers
SIMULATEDWhat a bounded model explores
UNKNOWNWhat evidence does not resolve
EXPERIMENT 01 / SYNTHETIC SIGNAL

Signal, noise & evidence.

Compare five causal estimation methods on identical observations. Explore the trade-off between noise rejection, delay, abrupt changes and missing data.

SIMULATION / METHOD COMPARISON

Add the authentic local Lexium 6.10.2 trace to this run.

Paused / 0 of 160 samples

Run the experiment to reveal the observations and estimates.

TruthObservationA: Fixed gainB: Scalar KalmanLexium not run
025507510014080120160

Horizontal: sample number. Vertical: synthetic signal units. Missing observations leave a gap; both estimators hold their last value.

Measured error across the 0 revealed samples
ModelMAERMSEMax error
A: Fixed gain------
B: Scalar Kalman------

MAE: average absolute distance from truth. RMSE gives larger errors more weight. Max error is the worst observed distance. Lower is better within this run; this is not a probability or a universal ranking.

Methods, controls & limitations

Every method receives the same observations, never the true signal. Fixed gain starts at 35 and updates x = x + gain * (measurement - x). The latest-measurement baseline holds the last observed sample. Moving average and median use up to five most recent available measurements; the median averages the middle pair during even-length startup.

The scalar Kalman filter uses a random-walk model, initial estimate 35, initial variance 25, process variance Q = 1 per tick and observation variance R = noise amplitude squared / 3 (minimum 1e-9). During missing observations its variance grows; all methods hold their estimate. These parameters are disclosed teaching defaults, not tuned to win.

The signal is 45 + 8 * sin(tick / 18), with the selected disturbance. Noise is uniform and seeded. Reset reproduces the run; changing settings resets it. Scores include startup and dropout samples. Repeat across seeds and scenarios; these results do not establish general superiority.

EXPERIMENT 02 / OBSERVER + REPLAY

Make the state path visible.

The observation and estimator values come from the same seeded browser experiment above. Geometric confidence and transition pressure are derived display dimensions, not additional measurements.

READ-ONLY / DERIVED VIEW
STATE OBSERVERSample 80 / 160
INPUT / SYNTHETIC OBSERVATION69.809
CALCULATED / ESTIMATE A48.174
REFERENCE / SIMULATED TRUTH59.285
CALCULATED / ABS ERROR11.112
DERIVED CONFIDENCE →DERIVED CHANGE ↑
DERIVED VISUALISATION / CONFIDENCE27.9%
DERIVED VISUALISATION / CHANGE10.182
DERIVED VISUALISATION / PRESSURE1.000
DISPLAY STATETRANSITION

The geometry is a projection of selected dimensions. It does not add a new engine state or change estimator output.

01

OBSERVE

A noisy measurement of a hidden state.

02

ESTIMATE

Move the estimate toward each new observation.

03

COMPARE

Compare the estimate with the known simulated truth.

CONNECTION STATUS

BROWSER SIMULATION

This demonstration runs in your browser. It is not connected to the local Lexic runtime and does not establish real-world performance.