Why the covariance matrix is not stored using the n4sid function?
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I am performing subspace system identification using the function n4sid which returns a idss model. How ever I always get the following warning, no matter the order of the model I use:
Warning: Covariance matrix estimate unreliable. Not stored.
Now I need the covariance matrix of the model because next I have to use the merge function. Can anybody explain why?
Thanks a lot.
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