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annotate toolboxes/FullBNT-1.0.7/Kalman/ensure_AR.m @ 0:e9a9cd732c1e tip

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first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function [A, C, Q, R, initx, initV] = ensure_AR(A, C, Q, R, initx, initV, k, obs, diagonal)
wolffd@0 2 %
wolffd@0 3 % Ensure that the system matrices have the right form for an autoregressive process.
wolffd@0 4
wolffd@0 5 ss = length(A);
wolffd@0 6 if nargin<8, obs=ones(ss, 1); end
wolffd@0 7 if nargin<9, diagonal=0; end
wolffd@0 8
wolffd@0 9 [coef, C] = SS_to_AR(A, Q, k, diagonal);
wolffd@0 10 [A, C, Q, R, initx, initV] = AR_to_SS(coef, C, obs);