tmpl_rmfd_echelon_ss: Template for echelon RMFD model in state space format

In juhokalle/rmfd4dfm: Estimation of DFMs using RMFD-E parametrization

Template for echelon RMFD model in state space format

Description

In this template one obtains a pure echelon form by supplying the vector of Kronecker indices and leaving the degrees of c(z) and d(z) unspecified. On the other hand, the (P,Q)-form is obtained by supplying a vector of Kronecker indices where all the values are equal to the maximum between the degrees of c(z) and d(z), and then specifying the polynomial degrees c(z) and d(z). Finally, a hybrid version of these two forms is obtained by setting the Kronecker indices and polynomial degrees freely with the restriction that max(nu) = max(P, Q).

Usage

tmpl_rmfd_echelon_ss(dim_out, nu, degs = NULL)

Arguments

dim_out	output dimension, i.e. number of variables
nu	vector of Kronecker indices
degs	vector of length 2, where one can optionally specify the degrees of c(z) and d(z), either of the parameters must be equal to max(nu)

juhokalle/rmfd4dfm documentation built on July 18, 2024, 10:19 p.m.