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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.

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How to generate multiple state spaces from arrays in MATLAB

I would like to ask how to create multiple state-spaces from arrays. Input is: A1toA100 (100xn double) B1toB100 (100xp double) C1toC100 (100xn double) D1toD100 (100xp double) Example: A1toA10 = -0.5909 -0.4178 -0.3412 -0.2954 …
PeV
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Is it possible to print out the state space using SPIN?

I would like SPIN to print out the computed state space, so that I can make its visualization and then manually explore it. Is that possible? I have already checked such flags as -DCHECK and -DVERBOSE, but I guess, that those are not what I am…
Dmitry Korolev
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Using estimated state space parameters to forecast

I have a time series (ts) and used the MARSS package to create a state space model fit = MARSS(ts) giving the parameter estimates, the state estimates (fit$states) and their standard errors (fit$states.se) But these estimates are just for the…
adam.888
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How do I use tf2ss() with discrete-time systems?

A have a discrete time transfer function, H(z-1) = B(z-1) / A(z-1) = (b0 + b1z-1) / (a0 + a1z-1 + a2z-2). whose numerator and denominator are represented in the code as: Num = [b0, b1]; Den = [a0, a1, a2]; Ts = 0.01; % Sampling period` How…
hkBattousai
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What do I do when tf2ss() returns empty matrices?

I'm iterating a single-input-single-output linear system by sending inputs to it and getting outputs from it. The nominator and denominator of the transfer function of the system are represented by Nom and Den in the code respectively. Nom and Den…
hkBattousai
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Changing State Space Function mid Step response in Python

I am trying to change the used state space function for a step response and running into an issue. When it switches (at time 40s which for this example is just arbitrarily picked) I get a massive spike in position and velocity (10000x magnitude). I…
Hayden
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How to define a multivariate state space model with SARIMAX

I want to create a state space with a mutivariate endog data frame: data_augmented = pd.DataFrame({'x' : endog, 'Y_t_1': Y_t_1}) but when I run the SARIMAX command: mod = sm.tsa.statespace.SARIMAX(data_augmented, order=(1,1,1)) I get the following…
Victor Saucedo
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State space model for population time series - general worries and fit

First time poster, long time reader. I am also totally new to Bayesian analyses, so please be gentle with me. I am trying to fit a model to observations of adult organisms that are semivoltine--that is, they take two years to reach adulthood and…
LogicalBurrito
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Direct and numerically robust conversion from zero-pole to state-space representation

Given (z,p,k) my goal is to convert to a state-space representation (A, B, C, D) with high numerical accuracy and stability. I do not really care about complexity and implementation cost. One approach is of course to use Transfer Functions as an…
DaveC
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Why the result of Qt estimate of fitSSM function in KFAS package is negative?

I have this following model, I want to estimate the matrix of Ht and Qt using 200 random initialization using multivariate uniform distribution, then choosing the maximum likelihood. I try this following code, and got Qt as negative value…
Muhammad Umar Abdullah
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State/observation space variable in size in gym openai enviroment

I have the following reinforcement learning problem (simplified) with continuous actions and state variables: I have created a custom environment with gymnasium (new gym openai). Every time I reset my env, between 2 and 5 balls spawn randomly in a…
Optical_flow_lover
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How can I compare the results of an AR Model and a State-Space Model?

I want to fit a linear regression with an AR(1) error using arima() and then rewrite the model into a state-space model using dlmMLE() and compare their results. However, I don't know how to obtain the necessary information from the result object of…
Leonardo19
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Observation covariance matrix encountered

I am attempting to run a TVP-VAR model, exactly, as written on the statsmodels model page: https://www.statsmodels.org/stable/examples/notebooks/generated/statespace_custom_models.html#Model-1:-time-varying-coefficients I get an…
MarioF
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Is there a way to get the parameterised form of Transfer-Function/state-space representation of a RLC circuit in simulink?

I have a complex circuit at hand, and I want to find the state-space representation (or transfer function) of that MIMO circuit. I followed this article to generate the correct state-space representation for some specific value of resistors and…
GP25
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Particle filter for state space parameter estimation

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…
user18948968
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