Global Index (short | long) | Local contents | Local Index (short | long)
THETA(SS) A structure for defining general linar state-space models TH is a matrix that contains information about a model structure in coded form. The THETA(SS)-structure is used by the commands, (see also) PEM, TH2ARX, TH2PAR, TH2SS, IDSIM, PRESENT, THINIT, FIXPAR, UNFIXPAR, TH2TF, while it is created by the commands MS2TH, MF2TH, ARX, IV4 and ARX2TH, and it is modified by the commands PEM, THINIT, FIXPAR and UNFIXPAR. The first row of THETA(SS) contains in order, [determinamt of innnovations covariance, sampling interval, # of inputs, # of outputs, # of estimated parameters, size of auxiliary argument(1|2),name of m-file that generates the state space models] The second row contains: [Akaike's FPE criterion,date & time when generated,command by which generated, coded number for cont/discr model] The third row contains the values of the nominal (estimated) parameters. The next d rows contains the covariance matrix of the parameters. Below this we have the auxiliary arguments, used by the m-file that generates the structure, and finally, the bottom left contains the covariance matrix of the innovations. The following files unpack the format: See also PRESENT: writes the information on the screen. TH2SS, TH2TF, TH2FF, TH2ZP: gives the state-space matrices, transfer functions, freq function and zeros/poles. See also TH2PAR: returns the nominal parameters and their covariance matrix. TH2ARX: gives the matrices of an arx-representation.
% L. Ljung 4-4-94 % Copyright (c) 1986-98 by The MathWorks, Inc. % $Revision: 1.4 $ $Date: 1997/12/02 03:43:00 $% L. Ljung 4-4-94