observability {dse1} | R Documentation |
Calculate the singular values of the observability matrix of a model.
observability(model) ## S3 method for class 'ARMA': observability(model) ## S3 method for class 'SS': observability(model) ## S3 method for class 'TSestModel': observability(model)
model |
An object containing a TSmodel. |
If all singular values are significantly different from zero the model is observable.
The singular values of the observability matrix.
reachability
,
stability
McMillanDegree
data("eg1.DSE.data.diff", package="dse1") model <- toSS(estVARXls(eg1.DSE.data.diff)) observability(model)