%% Implicitly Create Time-Invariant State-Space Model
% Use a parameter mapping function to create a time-invariant state-space
% model, where the state model is AR(1) model. The states are observed with
% bias, but without random error.  Set the initial state mean and variance,
% and specify that the state is stationary.
%%
% Write a function that specifies how the
% parameters in |params| map to the state-space model matrices, the initial
% state values, and the type of state. Symbolically, the model is
%
% $$\begin{array}{*{20}{c}}
% {{x_t} = \phi {x_{t - 1}} + \sigma {u_t}}\\ 
% {{y_t} = a{x_t}}
% \end{array}.$$
% 
% <include>timeInvariantParamMap.m</include>
%
%%
% Save this code as a file named |timeInvariantParamMap.m| to a folder on
% your MATLAB(R) path.
%%
% Create the state-space model by passing the function
% |timeInvariantParamMap| as a function handle to |ssm|.

% Copyright 2015 The MathWorks, Inc.

Mdl = ssm(@timeInvariantParamMap);
%%
% |ssm| implicitly creates the state-space model. Usually, you cannot
% verify implicitly defined state-space models.