Matrix decomposition

Dear All
I am trying to figure out how I can decompose the dr_.ghx and dr_.ghu into A, B and C matrices if they are coefficient matrices of the system: y(t)=Ax(t); x(t)=Bx(t-1) + C*u(t). But I can’t understand. Does anyone has an idea?


For a model with only one lag and in version 4

nstatic = oo_.dr.nstatic
npred = oo_.dr.npred
B = oo_.dr.ghx(nstatic+(1:npred),:slight_smile:
D = oo_.dr.ghu(nstatic+(1:npred),:slight_smile:
A =dr_.ghx*inv(B)