Ticket #31 (closed task: fixed)

Opened 15 years ago

Last modified 15 years ago

Finish StateDS, simulator of state space models

Reported by: smidl Owned by: smidl
Priority: major Milestone: Examples
Component: bdm core Version:
Keywords: Cc:

Description

Preliminary version of state space simulator is StateDS which is in very early stage of development.

Steps needed to complete it are:

  • design how to store delayed values of x_{t-1}
  • handle RVs correctly,
  • allow taking input from outside

As a test of correctness, design linear Gaussian state space simulator using two mlnorm densities as evolution and observation equation.

Change History

Changed 15 years ago by smidl

  • type changed from defect to task
  • milestone set to Examples

Changed 15 years ago by smidl

  • status changed from new to closed
  • resolution set to fixed

Ready and tested by datasource_test.cpp

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