arma2ss

transform an armax data structure into state space representation.

Calling Sequence

[S,Sn] = arma2ss(Ar)
S = arma2ss(Ar)

Parameters

:Ar an armax data structure (see `armac`_. : :S a discrete time state space data structure (see `syslin`_. The

regular input to ouput transfer.

: :Sn a discrete time state space data structure (see `syslin`_. The

noise input to ouput transfer.

:

Description

[S,Sn] = arma2ss(Ar)`transform an armax data structure into a state space representation. The full armax transfer `F`can be obtained by `F=[S,Sn].

Examples

A = [`eye`_(2,2),[-1.5 0.1;-0.2 1.5],[0.7 -0.3;0.1 0.7]];
      B = [[0;0] [1;-1] [0.5;1.2]];
      Ar = `armac`_(A, B, `zeros`_(2, 2), 2, 1, 0)
      [S, Sn] = arma2ss(Ar)

See Also

• `armac`_
• `arma`_
• `syslin`_

Authors

• Serge Steer, INRIA

History

Version Description 5.4.0 arma2ss added. .. _arma: arma.html .. _armac: armac.html .. _syslin: syslin.html