function?yy?=?convert_to_lagged_form（y?k）
%?Create?an?observation?vector?yy（:t）?containing?the?last?k?values?of?y?newest?first
%?e.g.?k=2?y?=?（a1?a2?a3）?????yy??=?a2?a3
%????????????????（b1?b2?b3）???????????b2?b2
%?????????????????????????????????????a1?a2
%?????????????????????????????????????b1?b2

[s?T]?=?size（y）;
bs?=?s*ones（1k）;
yy?=?zeros（k*s?T-k+1）;
for?i=1:k
??yy（block（ibs）?:）?=?y（:?k-i+1:end-i+1）;
end

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件????????425??2002-05-29?08:59??Kalman\convert_to_lagged_form.m

?????文件????????354??2002-05-29?08:59??Kalman\ensure_AR.m

?????文件???????1045??2002-05-29?08:59??Kalman\eval_AR_perf.m

?????文件???????3146??2007-09-23?13:27??Kalman\example2.m

?????文件???????1330??2007-09-13?22:11??Kalman\Kalman_1_Dimension.m

?????文件???????6609??2007-09-11?10:29??Kalman\kalman_2.m

?????文件???????6609??2007-09-11?10:29??Kalman\kalman_example1.m

?????文件???????2899??2002-05-29?08:59??Kalman\kalman_filter.m

?????文件???????2392??2002-11-01?16:32??Kalman\kalman_forward_backward.m

?????文件???????1584??2002-05-29?08:59??Kalman\kalman_smoother.m

?????文件???????1840??2002-05-29?08:59??Kalman\kalman_update.m

?????文件???????1022??2002-10-23?08:17??Kalman\learning_demo.m

?????文件????????819??2002-05-29?08:59??Kalman\learn_AR.m

?????文件????????687??2002-05-29?08:59??Kalman\learn_AR_diagonal.m

?????文件???????5515??2006-08-24?14:37??Kalman\learn_kalman.m

?????文件???????2038??2007-09-21?15:59??Kalman\sample_lds.m

?????文件???????1199??2002-05-29?08:59??Kalman\smooth_update.m

?????文件????????579??2002-05-29?08:59??Kalman\SS_to_AR.m

?????文件?????????28??2005-06-08?18:56??Kalman\testKalman.m

?????目錄??????????0??2013-08-10?12:52??Kalman

-----------?---------??----------?-----??----

????????????????40120????????????????????20