16 lines
1020 B
Modula-2
16 lines
1020 B
Modula-2
@#include "fs2000_common.inc"
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filter_initial_state;
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P(0)=2.24;
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k(0)=5.8;
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y(0)=0.58;
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m(0)=1.01;
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end;
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varobs gp_obs gy_obs;
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estimation(order=1, datafile='../fs2000/fsdat_simul', mode_compute=0,nobs=192, loglinear, smoother, smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA;
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estimation(order=1, datafile='../fs2000/fsdat_simul', mode_compute=0,nobs=192, loglinear, smoother,kalman_algo=1, smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA;
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estimation(order=1, datafile='../fs2000/fsdat_simul', mode_compute=0,nobs=192, loglinear, smoother,kalman_algo=2, smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA;
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estimation(order=1, datafile='../fs2000/fsdat_simul', mode_compute=0,nobs=192, loglinear, smoother,kalman_algo=3, smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA;
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estimation(order=1, datafile='../fs2000/fsdat_simul', mode_compute=0,nobs=192, loglinear, smoother,kalman_algo=4, smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA; |