annotate toolboxes/FullBNT-1.0.7/Kalman/ensure_AR.m @ 0:cc4b1211e677
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Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"
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Daniel Wolff |
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Fri, 19 Aug 2016 13:07:06 +0200 |
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1 function [A, C, Q, R, initx, initV] = ensure_AR(A, C, Q, R, initx, initV, k, obs, diagonal)
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2 %
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3 % Ensure that the system matrices have the right form for an autoregressive process.
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4
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5 ss = length(A);
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6 if nargin<8, obs=ones(ss, 1); end
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7 if nargin<9, diagonal=0; end
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8
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9 [coef, C] = SS_to_AR(A, Q, k, diagonal);
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10 [A, C, Q, R, initx, initV] = AR_to_SS(coef, C, obs);
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