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Joe Pearlman


City University London

Last seen: 4 years ago |  Active since 2016

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Professor of Economics

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Question


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...

8 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...

10 years ago | 1 answer | 0

1

answer