observability: Calculate Model Observability Matrix

Description Usage Arguments Details Value See Also Examples

View source: R/dse1.R

Description

Calculate the singular values of the observability matrix of a model.

Usage

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    observability(model)
    ## S3 method for class 'ARMA'
observability(model)
    ## S3 method for class 'SS'
observability(model)
    ## S3 method for class 'TSestModel'
observability(model)

Arguments

model

An object containing a TSmodel.

Details

If all singular values are significantly different from zero the model is observable.

Value

The singular values of the observability matrix.

See Also

reachability, stability McMillanDegree

Examples

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    data("eg1.DSE.data.diff", package="dse")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    observability(model)

dse documentation built on May 30, 2017, 3:57 a.m.