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