comparison toolboxes/FullBNT-1.0.7/Kalman/ensure_AR.m @ 0:cc4b1211e677 tip

initial commit to HG from
Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"

+function [A, C, Q, R, initx, initV] = ensure_AR(A, C, Q, R, initx, initV, k, obs, diagonal)
+%
+% Ensure that the system matrices have the right form for an autoregressive process.
+
+ss = length(A);
+if nargin<8, obs=ones(ss, 1); end
+if nargin<9, diagonal=0; end
+
+[coef, C] = SS_to_AR(A, Q, k, diagonal);
+[A, C, Q, R, initx, initV] = AR_to_SS(coef, C, obs);