Signal/Noise Ratio & Kalman Filter

[adam_s_t]

Does anybody know how to directly restrict the signal/noise ratio when estimating using a Kalman filter model?

Thanks

[trubador]

Code: Select all

@signal y = x +...+ [var = 100*exp(c(1))] @state x = ... + [var = ex(c(1))]

You can use whatever ratio you want other than 100.