SSMMATLAB: A Set of MATLAB Programs for the Statistical Analysis of State Space Models
This article discusses and describes SSMMATLAB, a set of programs written by the author in MATLAB for the statistical analysis of state space models. The state space model considered is very general. It may have univariate or multivariate observations, time-varying system matrices, exogenous inputs,...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2015-08-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2276 |