Estimation State Space model and KF

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faiube
Posts: 1
Joined: Mon Nov 12, 2012 5:57 am

Estimation State Space model and KF

Postby faiube » Mon Nov 12, 2012 6:40 am

Please,

I am usisn SS and as click on estimation, the answer is immediately NEAR SINGULAR MATRIX.
What does this message mean?
Is there any hint that I could follow to fix this problem?
Thanks in advance
fernando
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