Azzera filtri
Azzera filtri

Parameter mapping using 'ssm' function

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Raamasrinivas Venkata
Raamasrinivas Venkata il 18 Dic 2019
The unknown parameters in my state space model are not unique. Additionally, my state equation contains a regression component which has some unknown coefficents and these coefficients also appear in the observation equation. How do I sort this out?
Thank you

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