dse (version 2020.2-1)

observability: Calculate Model Observability Matrix

Description

Calculate the singular values of the observability matrix of a model.

Usage

observability(model)
    # S3 method for ARMA
observability(model)
    # S3 method for SS
observability(model)
    # S3 method for TSestModel
observability(model)

Arguments

model

An object containing a TSmodel.

Value

The singular values of the observability matrix.

Details

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

See Also

reachability, stability McMillanDegree

Examples

# NOT RUN {
    data("eg1.DSE.data.diff", package="dse")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    observability(model)
# }