How to include control input (u(t)) while estimating state space parameters using estimate function ?
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Deepak Patankar
on 3 Jul 2017
Commented: Star Strider
on 3 Jul 2017
I am trying to estimate the matrices A(transition matrix),C(observation matrix)B,D.(please see this link http://in.mathworks.com/help/econ/ssm.estimate.html#bt_c9vu-1). I am trying to use estimate function as given in the link, but estimate function does not take control input as attribute, it is estimating matrices based on output only.Please suggest me some way to take control input into consideration or some other method to find state space parameters.
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Star Strider
on 3 Jul 2017
I do not have the Econometrics Toolbox and so have never used the estimate (link) function. However looking through the documentation, you can use the 'Predictors' (link) name-value pair to include the input.
Is this what you are looking for?
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Star Strider
on 3 Jul 2017
My pleasure.
The System Identification Toolbox is best for this type of problem.
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