observability {dse1}R Documentation

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.

Details

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

Value

The singular values of the observability matrix.

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)

[Package dse1 version 2005.1-1 Index]