Questions tagged [state-space]

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.

186 questions
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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…
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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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'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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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.…
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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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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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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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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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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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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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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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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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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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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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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…
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