armac ===== Scilab description of an armax process Calling Sequence ~~~~~~~~~~~~~~~~ :: [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); See Also ~~~~~~~~ + `arma`_ Scilab arma library + `armax`_ armax identification + `armax1`_ armax identification + `arsimul`_ armax simulation + `arma2p`_ extract polynomial matrices from ar representation + `tlist`_ Scilab object and typed list definition. .. _arma: arma.html .. _arsimul: arsimul.html .. _armax1: armax1.html .. _arma2p: arma2p.html .. _tlist: tlist.html .. _armax: armax.html