NLmodel {TSSS} | R Documentation |
The Nonlinear State-Space Model Data
Description
The series generated by the nonlinear state-space model.
Usage
data(NLmodel)
Format
A matrix with 100 rows and 2 columns.
[, 1] | x_n |
[, 2] | y_n
|
Details
The system model x_n
and the observation model y_n
are
generated by following state-space model:
x_n = \frac{1}{2} x_{n-1} + \frac{25x_{n-1}}{x_{n-1}^2+1} + 8cos(1.2n) + v_n
y_n = \frac{x_n^2}{10} + w_n,
where v_n
~ N(0, 1)
, w_n
~ N(0, 10)
,
v_0
~ N(0, 5)
.
[Package TSSS version 1.3.4-5 Index]