PML code to restrict model coefficients

I am trying to use the general empirical dynamic model given as equation 3:51 on page 226 of Gabrielsson and Weiner 5th edition. there are several restrictions on model coefficients that need to be coded:

0 <= alpha*beta <= 1

beta = 0 if delta = 0

beta >= 0 if delta >0

how can I code this in PML?

William R. Wolowich

Hi William,

Here’s one way to do this – Constrain mathematically.

Thanks to my colleague Shuhua for help with this.

See attached project file

Eqn 3_51 with constraints.phxproj (866 KB)

Thank for you both for your assistance! elegant solution.

WRW