arma2p

extract polynomial matrices from ar representation

Calling Sequence

[A,B,D]=arma2p(ar)

Arguments

:A,B,D three polynomial matrices : :ar Scilab ‘ar’ tlist for arma storage (see armac). :

Description

this function extract polynomial matrices (A,B,D) from an armax description.

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
  • armac Scilab description of an armax process

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