arma2p

Arguments

A,B,D

three polynomial matrices

ar

Scilab 'ar' tlist for arma storage (see armac).

Description

this function extract polynomial matrices (A,B,D) from an armax description.

Examples

a=[1,-2.851,2.717,-0.865].*.eye(2,2)
b=[0,1,1,1].*.[1;1];
d=[1,0.7,0.2].*.eye(2,2);
sig=eye(2,2);
ar=armac(a,b,d,2,1,sig)
// extract polynomial matrices from ar representation
[A,B,D]=arma2p(ar);

See also

• arma — Scilab arma library
• armax — armax identification
• armax1 — armax identification
• arsimul — armax simulation
• armac — Scilab description of an armax process