kalman filter
Posted: Fri Aug 26, 2011 3:42 am
hello,
when we estimate a model whith kalman filter, we write for example
@signal x=sv1*x(-1)+sv2*x(-2)+[var=exp(c(1))]
what does mean c(1) and how can I obtain the variance using c(1)
thanks
when we estimate a model whith kalman filter, we write for example
@signal x=sv1*x(-1)+sv2*x(-2)+[var=exp(c(1))]
what does mean c(1) and how can I obtain the variance using c(1)
thanks