Mercurial > hg > camir-aes2014
comparison toolboxes/FullBNT-1.0.7/Kalman/ensure_AR.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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children |
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-1:000000000000 | 0:e9a9cd732c1e |
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1 function [A, C, Q, R, initx, initV] = ensure_AR(A, C, Q, R, initx, initV, k, obs, diagonal) | |
2 % | |
3 % Ensure that the system matrices have the right form for an autoregressive process. | |
4 | |
5 ss = length(A); | |
6 if nargin<8, obs=ones(ss, 1); end | |
7 if nargin<9, diagonal=0; end | |
8 | |
9 [coef, C] = SS_to_AR(A, Q, k, diagonal); | |
10 [A, C, Q, R, initx, initV] = AR_to_SS(coef, C, obs); |