Please note that the recommended version of Scilab is 2024.0.0. This page might be outdated.
See the recommended documentation of this function
recursive solution of normal equations
maximum order of the filter
fixed dimension of the MA part. If
p= -1, the algorithm reduces to the classical Levinson recursions.
matrix containing the
d*dmatrices for a d-dimensional process).It must be given the following way
list-type variable, giving the successively calculated polynomials (degree 1 to degree n),with coefficients Ak
solves recursively on
p being fixed)
the following system (normal equations), i.e. identifies
the AR part (poles) of a vector ARMA(n,p) process
Rk;k=1,nlag} is the sequence of empirical covariances
|Report an issue|
|<< identification||identification||lattp >>|