In ssm (state space model), how can we indicate the same unknown parameters in coefficients matrix?

In ssm, NaN values in any coefficient matrix indicate unique, unknown parameters in the state-space model.

But if we want to represent the coefficients matrix like [1, a; a, 1] where a is the only unknown parameter, how can we do it in ssm?

[Raamasrinivas Venkata]

Hi Jialin,

I am going through the exact problem as yours. How did you resolve this issue? Kindly let me know

Answer 1

[Prashant Arora]

Hi Jialin,

I understand that you would like to impose constraints on unknown parameters in ssm. You can use the "ParamMap" method to create the ssm. "ParamMap" is a Parameter-to-Matrix mapping function for implicit state-space model creation. The input argument to the function is a vector of unknown parameters, which can be passed on to definition of A,B and C matrices. Please refer to the following link for further information on "ParamMap"

https://www.mathworks.com/help/econ/ssm-class.html#bt90jr6-1