narsimul

armax simulation (using rtitr)

Syntax

z = narsimul(a, b, d, sig, u)
z = narsimul(a, b, d, sig, u, up, yp, ep)
z = narsimul(ar, u)
z = narsimul(ar, u, up, yp, ep)

Description

ARMAX simulation. Same as arsimul but the method is different the simulation is made with rtitr

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)
u=rand(1,10,'normal');
y=narsimul(ar,u)

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Last updated:
Tue Feb 25 08:49:19 CET 2020