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
2
votes
2 answers
Two versions of the same code return different results
I expect to get the same results when compressing these two MATLAB lines of code into one, but I don't!
Code in 2 lines:
[b,a]= butter(2,[0.4 0.6]) % Transfer function coefficients of the filter
[A,B,C,D] = tf2ss(b,a) % State-space…

amansour
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2
votes
1 answer
Getting strange results from signal.lsim when t[0] != 0
I'm running a simulation of LTI state-space model and I need to run it at different times with varying input. In other words, simulate from t0 = 0 to t1=1second, make changes to the inputs of the system based on the result at t1, then continue from…

Fady Megally
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2
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2 answers
'SARIMAXResults' object has no attribute '_params_ma
I am trying to creat a Seasonal ARIMA model by using the class statsmodels.statespace.sarimax.SARIMA, and the model seems to be well created.
Now, I want to pass the AR coefficents and MA coefficents to variables seperately, but it appear a error…

Wei CHEN
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votes
1 answer
Combining a LGR and a Kalman Filter into a single control
What I'm trying to do
I'm trying to create a LQG controller to control a given system by combining a Linear Quadratic Regulator (LQR) and a Kalman Filter.
Where I'm stuck
I have found both separately, but am unsure how I combine them in MATLAB.…

Cled1990
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2
votes
3 answers
Prolog Programming
I have made two programs in Prolog for the nqueens puzzle using hill climbing and beam search algorithms.
Unfortunately I do not have the experience to check whether the programs are correct and I am in dead end.
I would appreciate if someone could…

user596970
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votes
0 answers
R dlmMLE multivariate model estimation
I am attempting to estimate a multivariate state space model using the dlmMLE function in R as part of the dlm library but keep getting the below error.
Error in fit < dlmMLE(Y, parm = c(rep(0, 10)), build = model) :
comparison of these types is…

Stefan
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votes
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R dlm library: model definition
I am trying to build a state space model in R using the dlm library but keep getting the "incompatible dimensions of matrices" error.
The specifications of the model I am trying to produce are as per below:
Yt = At + beta*Ft + et
Ft = phi1Ft-1 +…

Stefan
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votes
0 answers
Variance discounting in Dynamic Linear Models
I am fitting dynamic linear models with the r package dlm. The text book associated the package, Dynamic Linear Models With R by Petris, Petrone and Campagnoli (2009) provides good and in detail explanation of to specify the models in R. When it…

MagGid
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votes
0 answers
Multivariate State Space model in r (dlmodeler)
I'm trying to fit a multivariate dlm using the dlmodeler package. The model is a state space representation of a simplified macroeconomic model, as such:
Observation equations:
h(t) = c + A * h(t-1) + B * r(t) - B *rs(t) + err1(t)
pi(t) = C *…

Alan
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votes
1 answer
Using matlab kalman for nonlinear system estimation
I have a non-linear system described by a collection of first-order, non-linear difference equations:
x(k) = f(x(k-1)) + u(k-1)
y(k) = h(x(k)) + v(k)
where u(k-1) and v(k) are independent, zero-mean Gaussian noise processes with covariances Q and…

M Wellington
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2
votes
1 answer
How to implement a MIMO model with state space block in Simulink?
I want to implement a state space model with 4 inputs and 4 outputs in Simulink. But the state space block has only one input and only one output. So what can I do here?

gustavoreche
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votes
0 answers
Prolog program depth first search program error
So I am trying to solve the following problem using depth first search approach using prolog
Consider the following problem: Rowena has three unmarked glasses of
different sizes: 3 ounces, 5 ounces, and 8 ounces. The largest
glass is full.…

Pro
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2
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2 answers
C++ - Optimal way to use multiple values as a key in unordered_map
I'm programming the class for working with state-spaces. My problem is, that I don't know, what's the ideal way to use multiple values as a key in unordered_map.
It's supposed to work this way:
I create the state object with values <1;0;8>, so…

Eenoku
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2
votes
1 answer
The Classic Farmer,Wolf,Goat,Cabbage Production System Construction
Im trying to learn the producttion system for the FWGC Artificial Intelligence problem.More details https://www.cs.unm.edu/~luger/ai-final2/CH4_Depth-.%20Breadth-,%20and%20Best-first%20Search.pdf
I have a problem in understanding how the graph is…

techno
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1 answer
how to plot states of a state space having time delayed states in matlab?
I am working on a research article
Local Stabilization of Time-Delay Nonlinear Discrete-Time Systems
Using Takagi-Sugeno Models and Convex Optimization
written by Luís F. P. Silva, Valter J. S. Leite, Eugênio B. Castelan, and Michael Klug.
In…

Ahmad Sheikh
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