| Scilab Reference Manual |
|---|
arma — Scilab arma library
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 |
J.P.C ; ;
| << armax1 | armax >> |