English
- function [A, C, Q, R, initx, initV] = ensure_AR(A, C, Q, R, initx, initV, k, obs, diagonal)
- %
- % Ensure that the system matrices have the right form for an autoregressive process.
- ss = length(A);
- if nargin<8, obs=ones(ss, 1); end
- if nargin<9, diagonal=0; end
- [coef, C] = SS_to_AR(A, Q, k, diagonal);
- [A, C, Q, R, initx, initV] = AR_to_SS(coef, C, obs);
