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armac

Scilab description of an armax process

Syntax

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

Arguments

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

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

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

is a matrix of size (ny,(s+1)*nu)

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

is a matrix of size (ny,p*ny);

ny

dimension of the output y

nu

dimension of the output u

sig

a matrix of size (ny,ny)

Description

This function creates a description as a tlist of an ARMAX process

ar is defined by

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

and thus the coefficients of ar can be retrieved by e.g. ar('a').

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);

• arma — Scilab arma library
• armax — armax identification
• armax1 — armax identification
• arsimul — armax simulation
• arma2p — extract polynomial matrices from ar representation
• tlist — objeto do Scilab e definição de listas com tipos ("typed lists")