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

J.P.C ; ;