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* for prediction statespace #117

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* for prediction statespace #117

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8 changes: 7 additions & 1 deletion src/types.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -385,8 +385,8 @@ Base.@kwdef struct PredictionStateSpace{T, ST <: AbstractStateSpace{T}, KT, QT,
Q::QT = nothing
R::RT = nothing
S::ST2 = nothing
PredictionStateSpace(sys, K, Q=nothing, R=nothing, S=nothing) = new{typeof(sys.timeevol), typeof(sys),typeof(K),typeof(Q),typeof(R),typeof(S)}(sys, K, Q, R, S)
end
PredictionStateSpace(sys, K, Q=nothing, R=nothing, S=nothing) = PredictionStateSpace{typeof(sys.timeevol), typeof(sys),typeof(K),typeof(Q),typeof(R),typeof(S)}(sys, K, Q, R, S)


"""
Expand Down Expand Up @@ -418,6 +418,12 @@ function Base.:(-)(sys0::ST) where ST <: AbstractPredictionStateSpace
ST(typeof(sys)(sys.A, sys.B, -sys.C, -sys.D, sys.timeevol), otherfields...)
end

function Base.:(*)(K::AbstractMatrix, sys0::ST) where ST <: AbstractPredictionStateSpace
otherfields = ntuple(i->getfield(sys0, i+1), fieldcount(ST)-1)
sys = sys0.sys
ST(typeof(sys)(sys.A, sys.B, K*sys.C, K*sys.D, sys.timeevol), otherfields...)
end

"""
N4SIDStateSpace <: AbstractPredictionStateSpace

Expand Down