Extract the parameters from the theta format.
Syntax
[par,P,lam] = th2par(th)
Description
th is a model, defined in the theta format. par is returned as the nominal or estimated values of the free parameters in th. The covariance matrix of the parameters is obtained as P, and lam is the variance (covariance matrix) of the innovations.
The ordering for the parameters is as follows. For the general input-output model (7.2), you have
Here, superscript refers to the input number.
For a state-space structure, defined by ms2th, the parameters in pars are obtained in the following order: The A matrix is first scanned row by row for free parameters. Then the B matrix is scanned row by row, and so on for the C, D, K, and X0 matrices. (See ms2th.)
For a state-space matrix that is defined by mf2th, the ordering of the parameters is the same as in your M-file.
Multivariate ARX models are internally represented in state-space form. The ordering of the parameters may not be transparent in this case; it is better to use th2arx.
[ Previous | Help Desk | Next ]