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] xnx_n
[, 2] yny_n

Details

The system model xnx_n and the observation model yny_n are generated by following state-space model:

xn=12xn1+25xn1xn12+1+8cos(1.2n)+vnx_n = \frac{1}{2} x_{n-1} + \frac{25x_{n-1}}{x_{n-1}^2+1} + 8cos(1.2n) + v_n

yn=xn210+wn,y_n = \frac{x_n^2}{10} + w_n,

where vnv_n ~ N(0,1)N(0, 1), wnw_n ~ N(0,10)N(0, 10), v0v_0 ~ N(0,5)N(0, 5).


[Package TSSS version 1.3.4-5 Index]