Specify each matrix or supply a custom function that implicitly specifies them. Measurement-sensitivity C, and observation-innovation DĬoefficient matrices because they completely specify the model structure. The key components of an ssm object are the state-transition
Parameters can be time-invariant or time-varying. Y t can be univariate or multivariate and the model State process x t possibly imperfectly observed Values of a standard linear Gaussian state-space model for a latent Ssm object specifying the functional form and storing the parameter Convert Diffuse to Standard State-Space Model.Implicitly Create Time-Invariant State-Space Model.Create Known State-Space Model with Initial State Values.Explicitly Create State-Space Model with Observation Error.Explicitly Create Standard State-Space Model with Known and Unknown Parameters.Generate Minimum Mean Square Error Forecasts.Convert from Diffuse to Standard State-Space Model.Implicitly Specify Coefficient Matrices By Using Custom Function.Explicitly Specify Coefficient Matrices.
