arma2ss

Parameters

Ar

an armax data structure (see armac.

S

a discrete time state space data structure (see syslin. The regular input to output transfer.

Sn

a discrete time state space data structure (see syslin. The noise input to output transfer.

Description

[S,Sn] = arma2ss(Ar)transform an armax data structure into a state space representation. The full armax transfer Fcan be obtained by F=[S,Sn].

Examples

A = [eye(2,2),[-1.5 0.1;-0.2 1.5],[0.7 -0.3;0.1 0.7]];
            B = [[0;0] [1;-1] [0.5;1.2]];
            Ar = armac(A, B, zeros(2, 2), 2, 1, 0)
            [S, Sn] = arma2ss(Ar)

See also

• armac — Scilab description of an armax process
• arma — Scilab arma library
• syslin — définition d'un système dynamique linéaire

History