How to Incorporate Explanatory Variables in State Equations Using the bnlssm Package?
Hello everyone,
I’m currently working with the bnlssm package in MATLAB to model a nonlinear state-space system. My goal is to include explanatory variables in the state equation, but I’m encountering some challenges and need your help.
Specifically, I want to modify the state equation to include external explanatory variables , such as:
In this setup:
• is the state variable.
• is an explanatory variable (could be a vector or scalar).
• represents the influence of the explanatory variable on the state dynamics.
My Questions:
1. Does the bnlssm package support incorporating explanatory variables directly into the state equation?
2. If it does, are there any specific examples or documentation that demonstrate how to achieve this?
3. If not, is there a recommended workaround for including explanatory variables, such as extending the state vector or using another approach?Hello everyone,
I’m currently working with the bnlssm package in MATLAB to model a nonlinear state-space system. My goal is to include explanatory variables in the state equation, but I’m encountering some challenges and need your help.
Specifically, I want to modify the state equation to include external explanatory variables , such as:
In this setup:
• is the state variable.
• is an explanatory variable (could be a vector or scalar).
• represents the influence of the explanatory variable on the state dynamics.
My Questions:
1. Does the bnlssm package support incorporating explanatory variables directly into the state equation?
2. If it does, are there any specific examples or documentation that demonstrate how to achieve this?
3. If not, is there a recommended workaround for including explanatory variables, such as extending the state vector or using another approach? Hello everyone,
I’m currently working with the bnlssm package in MATLAB to model a nonlinear state-space system. My goal is to include explanatory variables in the state equation, but I’m encountering some challenges and need your help.
Specifically, I want to modify the state equation to include external explanatory variables , such as:
In this setup:
• is the state variable.
• is an explanatory variable (could be a vector or scalar).
• represents the influence of the explanatory variable on the state dynamics.
My Questions:
1. Does the bnlssm package support incorporating explanatory variables directly into the state equation?
2. If it does, are there any specific examples or documentation that demonstrate how to achieve this?
3. If not, is there a recommended workaround for including explanatory variables, such as extending the state vector or using another approach? state space model, state equation, bnlssm package MATLAB Answers — New Questions