arma
Scilab arma library
Description
Armax processes can be coded with Scilab tlist of type 'ar'
.
armac
is used to build Armax
scilab object. An 'ar'
tlist contains the fields ['a','b','d','ny','nu','sig']
.
- armac
this function creates a Scilab tlist which code an Armax process
A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)
-->ar=armac([1,2],[3,4],1,1,1,sig); -->ar('a') ans = ! 1. 2. ! -->ar('sig') ans = 1.
- armap(ar [,out])
Display the armax equation associated with
ar
- armap_p(ar [,out])
Display the armax equation associated with
ar
using polynomial matrix display.- [A,B,D]=armap2p(ar)
extract polynomial matrices from ar representation
- armax
is used to identify the coefficients of a n-dimensional ARX process
A(z^-1)y= B(z^-1)u + sig*e(t)
- armax1
armax1 is used to identify the coefficients of a 1-dimensional ARX process
A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)
- arsimul
armax trajectory simulation.
- narsimul
armax simulation ( using rtitr)
- odedi
Simple tests of ode and arsimul. Tests the option 'discret' of ode
- prbs_a
pseudo random binary sequences generation
- reglin
Linear regression
Example
// Example extracted from the demo arma3.dem.sce in the cacsd module // Spectral power estimation // ( form Sawaragi et all) m = 18; a = [1,-1.3136,1.4401,-1.0919,+0.83527]; b = [0.0,0.13137,0.023543,0.10775,0.03516]; u = rand(1,1000,'n'); z = arsimul(a,b,[0],0,u); //----Using macro mese [sm,fr]=mese(z,m); //----The theoretical result function gx=gxx(z, a, b) w = exp(-%i*2*%pi*z*(0:4))' gx = abs(b*w)^2/(abs(a*w)^2); endfunction res=[]; for x=fr res=[ res, gxx(x,a,b)]; end //----using armax estimation of order (4,4) // it's a bit tricky because we are not supposed to know the order [arc,la,lb,sig,resid]=armax(4,4,z,u); res1=[]; for x=fr res1=[ res1, gxx(x,la(1),lb(1))]; end //-- visualization of the results plot2d([fr;fr;fr]',[20*log10(sm/sm(1));20*log10(res/res(1));20*log10(res1/res1(1))]',[2,1,-1]) legend(["Using macro mese";"Theoretical value";"Arma identification"]) xtitle("Spectral power","frequency","spectral estimate")
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