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change the value of K1
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lectures/muth_kalman.md

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@@ -233,13 +233,16 @@ With this tool at our disposal, let’s form the composite system and
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simulate it
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```{code-cell} python3
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# Extract integer K1 from the nested array
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K1 = K1[0][0]
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# Create grand state-space for y_t, a_t as observed vars -- Use
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# stacking trick above
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Af = np.array([[ 1, 0, 0],
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[K1[0][0], 1 - K1[0][0], K1[0][0] * σ_y],
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[K1, 1 - K1, K1 * σ_y],
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[ 0, 0, 0]])
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Cf = np.array([[σ_x, 0],
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[ 0, K1[0][0] * σ_y],
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[ 0, K1 * σ_y],
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[ 0, 1]])
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Gf = np.array([[1, 0, σ_y],
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[1, -1, σ_y]])

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