Estimation State Space model and KF
Posted: 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
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