# \#state-space

**URL:** https://discourse.julialang.org/tag/state-space/926.md

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## [How to compose discrete-time static and dynamic models for systems simulation similar to Simulink?](https://discourse.julialang.org/t/how-to-compose-discrete-time-static-and-dynamic-models-for-systems-simulation-similar-to-simulink/74858)

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**Author:** [@JanKap](https://discourse.julialang.org/u/JanKap)\
**Replies:** 9\
**Last updated:** [September 11, 2026, 6:19pm UTC](https://discourse.julialang.org/t/how-to-compose-discrete-time-static-and-dynamic-models-for-systems-simulation-similar-to-simulink/74858 "2026-09-11T18:19:36Z")

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Hi all, I’m searching for a Simulink replacement. The main purpose is to have a simplified system simulation for quick prototyping. The domain is mechanical/electrical Usually, I have 4 kinds of models/subsystems Sen…

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## [Rolling forecast with StateSpaceModels.jl](https://discourse.julialang.org/t/rolling-forecast-with-statespacemodels-jl/136189)

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**Author:** [@pierre-haessig](https://discourse.julialang.org/u/pierre-haessig)\
**Replies:** 8\
**Last updated:** [March 23, 2026, 8:42am UTC](https://discourse.julialang.org/t/rolling-forecast-with-statespacemodels-jl/136189 "2026-03-23T08:42:42Z")

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Hello, I have a question on using StateSpaceModels.jl to do a rolling window prediction of a time series. This means: At time t using past data y\_1...y\_t, predict h steps ahead (\\hat{y}\_{t+1|t} to \\hat{y}\_{t+h|t}). T…

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## [Kalman Filter with Enzyme](https://discourse.julialang.org/t/kalman-filter-with-enzyme/124264)

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**Author:** [@charlesknipp](https://discourse.julialang.org/u/charlesknipp)\
**Replies:** 3\
**Last updated:** [January 3, 2025, 8:10pm UTC](https://discourse.julialang.org/t/kalman-filter-with-enzyme/124264 "2025-01-03T20:10:49Z")

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Consider the simple problem of MLE on a linear Gaussian state space model using a Kalman filter. When properly designed, automatic differentiation should be a trivial task for achieving a log score; and for most backends…

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## [StateSpaceModels.Forecast output are not callable/iterable](https://discourse.julialang.org/t/statespacemodels-forecast-output-are-not-callable-iterable/104314)

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**Author:** [@ultratrader](https://discourse.julialang.org/u/ultratrader)\
**Replies:** 2\
**Last updated:** [September 28, 2023, 2:00am UTC](https://discourse.julialang.org/t/statespacemodels-forecast-output-are-not-callable-iterable/104314 "2023-09-28T02:00:27Z")

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Hi all, I tried to extract the output of the forecast function in StateSpaceModels.jl after fitting using auto\_arima() and convert it to an array for further computation. I am using Julia 1.9.2 and StateSpaceModels.jl v…

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## [\[ANN\] State estimation with LowLevelParticleFilters.jl](https://discourse.julialang.org/t/ann-state-estimation-with-lowlevelparticlefilters-jl/79422)

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**Author:** [@baggepinnen](https://discourse.julialang.org/u/baggepinnen)\
**Replies:** 4\
**Last updated:** [April 17, 2022, 6:39pm UTC](https://discourse.julialang.org/t/ann-state-estimation-with-lowlevelparticlefilters-jl/79422 "2022-04-17T18:39:36Z")

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LowLevelParticleFilters.jl is a library for state estimation, that is, given measurements y(t) from a dynamical system with inputs u(t), estimate the state vector x(t). Throughout, we assume discrete-time dynamics on the…