dse (version 2005.1-1)

observability: Calculate Model Observability Matrix

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.

Value

• The singular values of the observability matrix.

concept

DSE

Details

If all singular values are significantly different from zero the model is observable.

See Also

reachability, stability McMillanDegree

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    observability(model)