Vectors
**x**(*t*) are the potential data and vectors
**i**(*t*) are vectors of same dimension as
**x**(*t*).
**i**_{k}(*t*)=1 means
**x**_{k}(*t*) is
observed, whereas
**i**_{k}(*t*)=0 means
**x**_{k}(*t*) is
missing.
**i**(*t*) are always observed.
A typical problem in this setting is that
**x**(*t*) should be
reconstructed based on observed data
*x*_{k}(*t*)*i*_{k}(*t*) and the
indicator vectors
**i**(*t*) [3].