Scilab Function

phc - Markovian representation

Sequence d'appel

[H,F,G]=phc(hk,d,r)

Parametres

Description

Function which computes the matrices H, F, G of a Markovian representation by the principal hankel component approximation method, from the hankel matrix built from the covariance sequence of a stochastic process.

Exemples

Voir aussi