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Confused in setting up the state space eqns

Posted: Mon Aug 10, 2015 1:12 pm
by econguy
Hi,

I am planning to implement state space equations (eqn 1-3 in section 3 of the paper) and then estimating them through KALMAN filter(eqn 5 and 6 in section 3 of the paper) for the attached paper.
Can anybody tell me how to setup the observation and transient equations for the above