State-space models are models that use state variables to describe a system by a set of first-order differential or difference equations, rather than by one or more nth-order differential or difference equations. State variables x(t) can be reconstructed from the measured input-output data, but are not themselves measured during an experiment.
Questions tagged [state-space]
186 questions
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How to Implement Integrated Random Walk Trend Component in Tensorflow Probability
I'm running tensorflow 2.1 and tensorflow_probability 0.9. I have fit a Structural Time Series Model with a seasonal component.
I wish to implement an Integrated Random walk in order to smooth the trend component, as per Time Series Analysis by…
Andrew Doherty
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How can I specify an Arima in state space form correctly in R?
I have tried to model an AR(2) model in state space form in R, but I am not sure if my code is correct.
fn <- function(var.param) return( dlmModARMA(ar=as.vector(var.param[1:2])) )
Do I have to specify dV and sigma2 as well? If it is necessary,…
loulou
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How to avoid tf() command using State-space models in Matlab
I'm trying to avoid the function tf() from Matlab since it requires specific toolboxes to run.
The transfer function that I'm using is quite simple. Is the model for a heatsink temperature.
H(s) = (Rth/Tau)/(s + 1/Tau)
In…
D.García
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State Space Grey Box parameter estimation
I'm trying to understand how to perform grey box parameter estimation in matlab. I have working but somewhat rusty knowledge of control theory (undergraduate control theory, many years ago). I'm doing post graduate research and have access to most…
David Waterworth
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PyKalman's EM algorithm and the AR(I)MA state-space equations
I am using Python's PyKalman to run the Kalman filter based on the ARMA(p,q) model. The transition matrix should take a very particular form (see, for instance, page 374 of Hamilton's "Times Series Analysis" for the AR(p) example) with some ones and…
skuperst
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Set a requirement for step response, like settling time, overshoot and static error of output
I'm trying to find the step response of the system below in picture and I need to find settling time, overshoot and static error of
output. How can I find them? Is what I programmed correct?
Matlab code…
user11333862
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How to implement a state machine using F#? And how do you transition?
I am working on a new code and I am new to F#. How can I implement state machine
It's Addie
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UPPAAL SMC avoid State Space Explosion
I am trying to query a larger system with UPPAAL SMC and it ends up with a "memory exhausted" error message. By nature, UPPAAL SMC should not result in a state space explosion that's why I am asking if it is possible to query with SMC without…
Michael Eder
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How to get a vector or matrix output to workspace using simulink?
This is a fairly simple thing I think, but I cannot seem to get the right output that Im looking for. I am using matrices to represent state space models in simulink, and I am trying to get my states output to the workspace,
it is a simple 4x1…
ChrisM
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How to get from MNA system of equations to state-space [A,B,C,D] mimo in MATLAB?
I want to programatically generate state-space [A B C D] system from a generated MNA (modified nodal analysis) system of equations. I don't know which MATLAB functions to call.
I use the SCAM link script from Erik Cheever to generate the system of…
Frank V.Rens
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How to get the output response from a state space equation?
For a state space equation in which matrix A is dependent on variable t(time), how can I get the step or output response?
This is the code, which doesn't work:
A = [sin(t) 0;0 cos(t)];
B = [0.5; 0.0];
C = [1 0; 0 1];
G = ss(A,B,C,[]);
step(G,t)
x0 =…
安维桢
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State Space Search: A* and Breadth First Search
So I have implemented 2 different solvers for the game Sokoban.
The solvers is simple, given a starting state(position), if initial state is the goal state then return result. Else generate child states and store them into whatever data structure…
Simon.T
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MATLAB LSIM initial conditi
Let x(0) = 0 and u(t) = 2, for t >= 0. Obtain a plot of y(t) for 0 <= t <= 20 using the lsim command.
My sys function is ready but I cannot set the initial values in the question above. How can I do this?
This is my code:
lsim(sys1,u,t)
kaann45
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Estimation of custom State Space model using KFAS R package with T and R matxices
I want to estimate a state space model with a few specific assumptions. I looked into How to estimate the Kalman Filter with 'KFAS' R package, with an AR(1) transition equation? to overcome the issue with Error ... : System matrices (excluding Z)…
m.ziembinski
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EM algo returns different answers using pykalman
I came across a problem when I was using pykalman 0.9.5 in Python 3.6.3
Refer to the code below, why are the results from kf2 and kf3 are different while the results from kf1 and kf3 are identical?
The difference of process between kf2 and kf3 is…
Gabriel
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