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arma2p

extract polynomial matrices from ar representation

Syntax

[A, B, D] = arma2p(ar)

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
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Last updated:
Thu Oct 24 11:15:58 CEST 2024