plot kalman smoother output vectors with confidence interval!!!!

Question

tayeb ghazi 2012-11-20

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/54250-plot-kalman-smoother-output-vectors-with-confidence-interval

i have a smoothed vector theta(16,T), where T refere to nomber of years . & i would like to plot a row from this vector using a confidence interval of 95%.. my state space model is :

%% yt= Zt*theta(t) + e(t)

%% theta(t)= theta(t-1) + v(t)

how can i visualize confidence interval with my states vectors in a plot

thx for help :)

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

John Petersen 2012-11-21

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/54250-plot-kalman-smoother-output-vectors-with-confidence-interval#answer_66137

在 MATLAB Online 中打开

upper = theta*1.05;
lower = theta*0.95;
plot(t,lower,t,theta,t,upper);

2 个评论
显示无隐藏无

tayeb ghazi 2012-11-22

if i have a variance-covariance matrix of theta; let this var-cov(16,16,t)

can i use a code like this:??

upper = theta + 2*diag(var-cov);%% 2= statistic t

lower = theta - 2*diag(var-cov);

plot(t,lower,t,theta,t,upper);

John Petersen 2012-11-28

You can't use '-' as a character in a variable name. Matlab sees it as a minus sign. Also keep in mind that t, theta, and var_cov must be the same dimension.

请先登录，再进行评论。