statsmodels.tsa.statespace.representation.Representation.initialize_known¶
- Representation.initialize_known(constant, stationary_cov)[source]¶
Initialize the statespace model with known distribution for initial state.
These values are assumed to be known with certainty or else filled with parameters during, for example, maximum likelihood estimation.
- Parameters
- constantnumpy:array_like
Known mean of the initial state vector.
- stationary_covnumpy:array_like
Known covariance matrix of the initial state vector.
