Azzera filtri
Azzera filtri

How to create state space model with contemperaneous latent variable?

3 visualizzazioni (ultimi 30 giorni)
Nat Pan
Nat Pan il 27 Feb 2018
My SSM is following this structure.
P = M + S ; M = Mt-1 + W ; S = f(x) ;
P = Observed Variable, while others are latent variable. I do not know how to construct the matrix of State space model to deal with contemporaneous latent variables. Please kindly enlighten me.

Accedi per rispondere a questa domanda.

Risposte (0)

Categorie

Scopri di più su Standard State-Space Model in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by