File: arma2.dem

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scilab 2.4-1
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// A bidimensional version of demo one.
// Copyright INRIA
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);
write(%io(2),"Simulation of an ARMAX process:");
ar
halt();
u=-prbs_a(300,1,int([2.5,5,10,17.5,20,22,27,35]*100/12));
zd=narsimul(a,b,d,sig,u);
z=narsimul(a,b,d,0.0*sig,u);
write(%io(2),"Identification ARX (least square):");
[archap,la,lb,sig,resid]=armax(3,3,zd,u,1,1);
archap