Description Usage Arguments Details Value Examples

Find steady state of system, i.e., locate when Kalman gain converges

1 | ```
SS.stst(F, H, Q, R, P0, epsilon, verbosity=0)
``` |

`F` |
The state matrix. A scalar, or vector of length |

`H` |
The measurement matrix. Must be |

`Q` |
The state variance. A scalar, or vector of length |

`R` |
The measurement variance. A scalar, or vector of length |

`P0` |
Initial |

`epsilon` |
A small scalar number. |

`verbosity` |
0, 1 or 2. |

Note: The test for convergence has been (very, very slightly) modified since v0.5.1. The current test has been implemented for rigor. Users who have results based on earlier releases may observe infinitesimal differences in the resulting prediction error.

A named list.

`P.apri` |
A |

`P.apos` |
A |

1 2 3 |

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