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Scilab manual >> CACSD > armac

armac

armax処理の Scilab 記述

呼び出し手順

`[ar]=armac(a,b,d,ny,nu,sig)`

パラメータ

a=[Id,a1,..,a_r]

is a matrix of size (ny,r*ny)

b=[b0,.....,b_s]

d=[Id,d1,..,d_p]

ny

nu

sig

説明

この関数は,ARMAXプロセスのtlistとして記述を作成します.

`ar` は以下のように作成されます:

`ar=tlist(['ar','a','b','d','ny','nu','sig'],a,b,d,ny,nu,sig);`

`ar` の係数は,例えば以下のように取得できます: `ar('a')`.

例

```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);```

参照

 << arma2p CACSD armax >>

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