Hello friends, I have a doubtaboutn Particle filter for parameter estimation using state space model. I am able not to get inside the equations. I have attached the pictures of all equations.
Model of trend This is for trend model for which I have to get the coefficients.
Initial parameter estimated. Using Least Square Method.
Now, to find the model coefficients, these trend model is change to state space equations as attached image Detail for each variable is given in next image, details for variables
Now they are changed to this. Conversions
Thats it. So, help me to get an understanding for solving these equations for parameter estimation.
I tried to understand these equations but unable to get those.
