Mercurial > hg > camir-ismir2012
diff 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"
| author | Daniel Wolff |
|---|---|
| date | Fri, 19 Aug 2016 13:07:06 +0200 |
| parents | |
| children |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/Kalman/ensure_AR.m Fri Aug 19 13:07:06 2016 +0200 @@ -0,0 +1,10 @@ +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);