Creator for stspmod class

Usage

stspmod(sys, sigma_L = NULL, names = NULL, label = NULL)

Arguments

sys: rationalmatrices::stsp() object
sigma_L: noise covariance left
names: optional vector of character strings
label: optional chracter string

Value

Object of class stspmod.

Examples

x = stspmod(sys = test_stsp(dim = c(2,2), s = 2), sigma_L = diag(2))
x
#> state space model [2,2] with s = 2 states
#>           s[1]        s[2]       u[1]      u[2]
#> s[1] 0.2165828 -1.28557654  0.4227344  1.548415
#> s[2] 0.7496077  0.96208053 -0.7147724 -1.696735
#> x[1] 0.6705129  0.62888715  1.0000000  0.000000
#> x[2] 2.1408890  0.06393245  0.0000000  1.000000
#> Left square root of noise covariance Sigma:
#>      u[1] u[2]
#> u[1]    1    0
#> u[2]    0    1