Scilab Function arma - Scilab arma library
Description
Armax processes can be coded with Scilab tlist of type 'ar'.
armac is used to build Armax scilab object. An 'ar'
tlist contains the fields ['a','b','d','ny','nu','sig'].
armac
: this function creates a Scilab tlist which code an Armax process A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)
-->ar=armac([1,2],[3,4],1,1,1,sig);
-->ar('a')
ans =
! 1. 2. !
-->ar('sig')
ans =
1.
armap(ar [,out])
: Display the armax equation associated with ar
armap_p(ar [,out])
: Display the armax equation associated with ar using polynomial matrix display.
[A,B,D]=armap2p(ar)
: extract polynomial matrices from ar representation
armax
: is used to identify the coefficients of a n-dimensional ARX process A(z^-1)y= B(z^-1)u + sig*e(t)
armax1
: armax1 is used to identify the coefficients of a 1-dimensional ARX process A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)
arsimul
: armax trajectory simulation.
arspec
: Spectral power estimation of armax processes. Test of mese and arsimul
exar1
: An Example of ARMAX identification ( K.J. Astrom) The armax process is described by : a=[1,-2.851,2.717,-0.865] b=[0,1,1,1] d=[1,0.7,0.2]
exar2
: ARMAX example ( K.J. Astrom). A simulation of a bi dimensional version of the example of exar1.
exar3
: Spectral power estimation of arma processes from Sawaragi et all where a value of m=18 is used. Test of mese and arsimul
gbruit
: noise generation
narsimul
: armax simulation ( using rtitr)
odedi
: Simple tests of ode and arsimul. Tests the option 'discret' of ode
prbs_a
: pseudo random binary sequences generation
reglin
: Linear regression
Author