observability: Calculate Model Observability Matrix

In dse: Dynamic Systems Estimation (Time Series Package)

Description

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

Usage

    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

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

dse documentation built on March 4, 2020, 3:01 a.m.