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arma2ss

transform an armax data structure into state space representation.

Syntax

[S, Sn] = arma2ss(Ar)
S = arma2ss(Ar)

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 — определение линейной системы

History

ВерсияОписание
5.4.0 arma2ss added.
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Last updated:
Mon Jun 17 17:55:06 CEST 2024