
% Copyright 2015 The MathWorks, Inc.

function [A,B,C,D,Mean0,Cov0,StateType] = diffuseTimeInvariantParamMap(params)
% Time-invariant, diffuse state-space model parameter mapping function
% example. This function maps the vector params to the state-space matrices
% (A, B, C, and D) and the type of state (StateType). The diffuse state
% model is AR(1) without observation error, but no information is known
% about the initial state distribution.
    varu1 = exp(params(2)); % Positive variance constraint
    A = params(1);
    B = sqrt(varu1);
    C = params(3);
    D = [];
    Mean0 = [];
    Cov0 = [];
    StateType = 2;
end
