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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State Space Explosion in UPPAAL
I modelled a timed model of two flip flop in UPPAAL , when i tried to verify some properties , I reached 6M states and my laptop was out of RAM, around 5Go was consumed, can anyone tell what it is the approximate state number that UPPAAL can deal…
Hachani Ahmed
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Equivalent closed loop model
I am trying to find the the closed loop dynamic model of my quadcopter using MATLAB and connect(). Here is my system and code:
% throttle --------------------- 1450 ----------------
% throtScaled |
% …
M.A.
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The algorithm behind ss2tf in Matlab
There are controllable and observable forms of canonical state-space from a transfer function.
However, when I try ss2tf from Matlab, I receive a different result. What sort of algorithm does Matlab use? Is there any documentation or open source…
ar2015
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State space system formation from SISO transfer functions
I want to form a MIMO state-space system from SIMO Transfer functions. Lets say that the system has 2 inputs (U1 and U2) and 2 states (X1 and X2).
If I apply U1 to the LTI system, I get X1 and X2 in a SIMO operation. And, I can extract 2 transfer…
shadowfax
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how to converte an 4-input and 4-output system from state space to a transfer function matrix?
I was trying to convert using the command ss2tf but the sintax of this command shows where to type the number of inputs of the system, but not the number of outputs. Nevertheless I tried to obtain my matrix transfer function with…
gustavoreche
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ss2tf returns unexpected value in matlab RS2016a
I am trying to convert a state-space model to a transfer function in matlab RS2016a. I am using the function ss2tf(A,B,C,D) which according to the documentation does exactly what I need. As an example I am using a static gain of 2.
Answer that…
KasparJohannes
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R Forecasting with covariates MARSS package
I've written a model with the MARSS package for R.
The main idea behind the model is to forecast the observable vector for at least 10 quarters, however I can't seem to do it using the MARSSsimulate function (I believe it is because of the…
Javier
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How to specify time series model in R (KFAS)
I am using KFAS to fit a dynamic logistic model of the form;
y^=β_t*x+ϵ
Where y is a vector of length n, beta a vector of length p, x a matrix of n*p.
β_t=β_(t−1)+η
So the regression parameters change over time, and act as latent variables to be…
analystic
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Introduction of exogenous variables in a state space model in R with DLM package
I am trying to fit the following state space model.
(1) Kt = K(t-1)* + ε1t
(2) Yt = Kt + βZt + ε2t
where, t is time, Yt is the observable variable (at t), Kt is the unobservable trend, and Zt is a matrix of observable variables that might explain…
Jordi
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Inputting (fitting) a model equation
I have the following model I want to fit using the fittype function in MATLAB:
x, which is the last (highlighted) line, is the final model.
A, B, C, and D are the parameters I'm interested in. I know k is the independent variable, but the x parts…
John Alperto
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ETS multiplicative trend model written in state space form
I have an ETS(M,Md,N) model and would like to write it in state space form:
yt=w(x{t-1})+r(x{t-1})ɛt
xt=f(x{t-1})+g(x{t-1})ɛt
For additive trend, the state vector xt=(lt,bt)'. But I have no idea how to write the state vector xt for multiplicative…
MichelleX
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bayesian structural time series - estimate state space model with bsts package
I have a question about the interpretation of some outputs of the CausalImpact package. This package uses the bayesian structural time series package bsts, which estimates a state space model using MCMC.
example:
library(CausalImpact)
…
TinaW
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State space system gives different bode plot then transfer function matrix
I have a state space system with matrices A,B,C and D.
I can either create a state space system, sys1 = ss(A,B,C,D), of it or compute the transfer function matrix, sys2 = C*inv(z*I - A)*B + D
However when I draw the bode plot of both systems, they…
WG-
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Implementing a Kalman Filter in MATLAB using 'ss'
I am trying to implement a Kalman Filter for estimating the state 'x' (displacement and velocity) of an oscillator. The code is below and should be simple to follow.
clear; clc; close all;
% io = csvread('sim.csv');
% u = io(:, 1);
% y = io(:,…
Salmonstrikes
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Why is the state space the power set of the grid's dimensions? (edX CS 188.1x Artificial Intelligence)
I'm self-learning with the edX course CS 188.1x Artificial Intelligence. Since the course concluded a year ago, it is in "archive mode" and there are no teaching staff to help with the questions. This also means I get no credit for finishing the…
phoenixdown
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