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Joe Pearlman


City University London

Last seen: 2 years ago |  Active since 2016

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Professor of Economics

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dare works only after ctrbf even though dimension stays the same
I got the symplectic pencil error when using dare to solve a steady state filtering problem. I then used ctrbf to convert to con...

7 years ago | 1 answer | 0

1

answer

Question


Riccati solution using obsvf and dare
The Riccati solver dare from the Control toolbox was not solving (symplectic pencil error) for filtering when the system was not...

8 years ago | 1 answer | 0

1

answer