Dear Tom:
In state space model, we have 6 states and two measurement equation, so our C' matrix is [2*6]. If we must use formulas to express C. How to deal with them?
we try as follows, but both fail.
dec frml[vect] cf1
dec frml[vect] cf2
dlm(..,c=||cf1,cf2||,..)
or
dec frml cf
dec frml[vect] cf1
dec frml[vect] cf2
frml cf = ||cf1|cf2||
dlm(..,c=cf,..)
Pls help me.
Best Regard
Hardmann