Generate Transition and Covariance Matrices for a simple Crawl Model

surrogateCrawlModel(fit, dt)

Arguments

fit

a fitted crawl object

dt

the fixed time increment

Value

A list containing

A

the transition matrix

Q

the covariance matrix

dt

the time increment

Details

Generates the transition and covariance matrices of the state space model for time increment dt, corresponding to a fitted crawl model with no drift and no covariates.

Currently no polar adjustment is made.

The matrices are generated assuming the state variables are stored as a vector in the order longitude mu and nu then latitude mu and nu. The parametrization is defined as in the crawl source not the paper, which differs by a factor of \(\beta^{2}\) in the definition of \(\sigma^{2}\).