Scilab description of an armax process
[ar]=armac(a,b,d,ny,nu,sig)
: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) :
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’).
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);