2 replies to this topic

[William R. Wolowich]

I am trying to use the general empirical dynamic model given as equation 3:51 on page 226 of Gabrielsson and Weiner 5th edition. there are several restrictions on model coefficients that need to be coded:

 

0 <= alpha*beta <= 1

beta = 0 if delta = 0

beta >= 0 if delta >0

 

how can I code this in PML?

 

William R. Wolowich

[kniefort]

Hi William,

 

Here's one way to do this -- Constrain mathematically.

 

Thanks to my colleague Shuhua for help with this.

 

See attached project file

Attached Files

•  Eqn 3_51 with constraints.phxproj   865.56KB   30 downloads

[William R. Wolowich]

Thank for you both for your assistance! elegant solution.

WRW