Bullard, James Brian (contributor); Cho, In-Koo (contributor) - 2003 - [Elektronische Ressource], rev
.
13
To
simplify notation, let
x
t
=
⎡
⎢
⎢
⎣
ˆc
t
ˆ
φ
t
col(Σ
wη,t
)
col(Σ
π,t
)
⎤
⎥
⎥
⎦
(37)
and
v
t
=
∙
w
t
η
t
¸
(38)
13 …) and (34) compactly
as
x
t+1
= x
t
+ a
t
Q(x
t
,v
t
). (39)
Remark 3.1. It is a convention to contain x
t
in a compact set … large or too small. The most common
method is to use the projection facility to contain x
t
in a compact set.
14
Let x
t
=(x …