www.gusucode.com > econ 案例源码程序 matlab代码 > econ/ImplicitlyCreateTimeInvariantDiffuseStateSpaceModelExample.m
%% Implicitly Create Time-Invariant Diffuse State-Space Model % Use a parameter mapping function to create a time-invariant state-space % model. The state model is AR(1) model. The states are observed with % bias, but without random error. Impart no knowledge about the initial % state distribution. %% % Write a function that specifies how the parameters in |params| map to the % state-space model matrices and that the initial state distribution is % diffuse. Symbolically, the model is % % $$\begin{array}{*{20}{c}} % {{x_t} = \phi {x_{t - 1}} + \sigma {u_t}}\\ % {{y_t} = a{x_t}} % \end{array}.$$ % % <include>diffuseTimeInvariantParamMap.m</include> % %% % Save this code as a file named |diffuseTimeInvariantParamMap.m| to a % folder on your MATLAB(R) path. %% % Create the state-space model by passing the function % |diffuseTimeInvariantParamMap| as a function handle to |dssm|. % Copyright 2015 The MathWorks, Inc. Mdl = dssm(@diffuseTimeInvariantParamMap); %% % |dssm| implicitly creates the diffuse state-space model. Usually, you cannot % verify implicitly defined state-space models.