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.TH arma 1 "April 1993" "Scilab Group" "Scilab Function"
.so ../sci.an
.SH NAME
arma - Scilab arma library
.SH DESCRIPTION
.TP 10
armac
: this function creates a description as a list of an ARMAX process
A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)
.TP
armap
: Display in the file out or on the screen the armax equation
associated with ar
.TP
armax
: is used to identify the coefficients of a n-dimensional
ARX process
A(z^-1)y= B(z^-1)u + sig*e(t)
.TP
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)
.TP
arsimul
: armax trajectory simulation
.TP
arspec
: Spectral power estimation of armax processes.
Test of mese and arsimul
.TP
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]
.TP
exar2
: ARMAX example ( K.J. Astrom). A simulation of a bi dimensional
version of the example of exar1.
.TP
exar3
: Spectral power estimation of arma processes
from Sawaragi et all where a value of m=18 is used.
Test of mese and arsimul
.TP
gbruit
: noise generation
.TP
narsimul
: armax simulation ( using rtitr)
.TP
odedi
: Simple tests of ode and arsimul. Tests the option 'discret' of ode
.TP
prbs_a
: pseudo random binary sequences generation
.TP
reglin
: Linear regression
.SH AUTHOR
J.P.C
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