In ssm (state space model), how can we indicate the same unknown parameters in coefficients matrix?

1 次查看（过去 30 天）
Jialin Yi
Jialin Yi 2017-7-12
评论： Raamasrinivas Venkata 2019-12-18
In ssm, NaN values in any coefficient matrix indicate unique, unknown parameters in the state-space model.
But if we want to represent the coefficients matrix like [1, a; a, 1] where a is the only unknown parameter, how can we do it in ssm?

请先登录，再回答此问题。

回答（1 个）

Prashant Arora
Prashant Arora 2017-7-17
Hi Jialin,
I understand that you would like to impose constraints on unknown parameters in ssm. You can use the "ParamMap" method to create the ssm. "ParamMap" is a Parameter-to-Matrix mapping function for implicit state-space model creation. The input argument to the function is a vector of unknown parameters, which can be passed on to definition of A,B and C matrices. Please refer to the following link for further information on "ParamMap"
https://www.mathworks.com/help/econ/ssm-class.html#bt90jr6-1

类别

在 Help Center 和 File Exchange 中查找有关 Standard State-Space Model 的更多信息

标签

产品

Community Treasure Hunt

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

Start Hunting!

Translated by