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Parameter mapping using 'ssm' function

2 vues (au cours des 30 derniers jours)
Raamasrinivas Venkata
Raamasrinivas Venkata le 18 Déc 2019
The unknown parameters in my state space model are not unique. Additionally, my state equation contains a regression component which has some unknown coefficents and these coefficients also appear in the observation equation. How do I sort this out?
Thank you

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