rwForecast: 'rwForecast' Random walk model for forecasting.

In PJOssenbruggen/cardlm: Tools for Understanding Highway Performance, Part 2

Description

All observations are in units of feet and seconds.

Usage

rwForecast(tdf1df2, veh, dV, dW, m0, C0, tend, frequency, wv)

Arguments

veh,	vehicle number.
dV,	variance of the observation noise.
dW,	diagonal elements of the variance matrix of the system noise.
m0,	the expected value of the pre-sample state vector.
C0,	the variance matrix of the pre-sample state vector.
tend,	end time in seconds
frequency,	number of time-steps per second
wv	signal noise ratio, a number
tdf1fd2,	observations from cartools, a matrix.

Value

A ts plot to study the effects of dW on the forecast.

PJOssenbruggen/cardlm documentation built on May 31, 2019, 6:38 p.m.