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.TH arma 1 "April 1993" "Scilab Group" "Scilab Function"
.so ../sci.an
.SH NAME
arma - Scilab arma library
.SH DESCRIPTION
Armax processes can be coded with Scilab tlist of type \fV'ar'\fR.
\fVarmac\fR is used to build \fVArmax\fR scilab object. An \fV'ar'\fR
tlist contains the fields \fV['a','b','d','ny','nu','sig']\fR.
.TP 10
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)
.nf
-->ar=armac([1,2],[3,4],1,1,1,sig);
-->ar('a')
ans =
! 1. 2. !
-->ar('sig')
ans =
1.
.fi
.TP
armap(ar [,out])
: Display the armax equation associated with \fVar\fR
.TP
armap_p(ar [,out])
: Display the armax equation associated with \fVar\fR
using polynomial matrix display.
.TP
[A,B,D]=armap2p(ar)
: extract polynomial matrices from ar representation
.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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