Restrictions on coefficients for estimate() function
Mostrar comentarios más antiguos
Hi all,
I would like to impose coefficient constraints for following state space model (contains 3 NaN's)
Mdl = ssm(A,B,C,D);
with using Observation deflators 'Predictors' and 'Beta0' in following equation:
params0 = [0.45 0.45 0.2]; %initial values for the three NaN's [EstMdl,estParams] = estimate(Mdl,y,params0,'Predictors',Z,... 'Beta0',...)
1) According the ssm, the first two NaN's of Matrix A which are estimated with estimate() should be identical with the first two coefficients of 'Beta'. How should i write this?
2) Some of the 'Predictor' coefficients should be zero. How can I implement this?
3) Is it possible to constrain certain coefficients to sum up to 1, when i cannot give them identifying names but only NaN's?
Any help would be much appreciated. Happy to share the underlying code.
Thank you Oli
Respuestas (0)
Categorías
Más información sobre Standard State-Space Model en Centro de ayuda y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!