%% Implicitly Create Time-Invariant Diffuse State-Space Model
% Use a parameter mapping function to create a time-invariant state-space
% model. The state model is AR(1) model.  The states are observed with
% bias, but without random error. Impart no knowledge about the initial
% state distribution.
%%
% Write a function that specifies how the parameters in |params| map to the
% state-space model matrices and that the initial state distribution is
% diffuse. 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>diffuseTimeInvariantParamMap.m</include>
%
%%
% Save this code as a file named |diffuseTimeInvariantParamMap.m| to a
% folder on your MATLAB(R) path.
%%
% Create the state-space model by passing the function
% |diffuseTimeInvariantParamMap| as a function handle to |dssm|.

% Copyright 2015 The MathWorks, Inc.

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