Scilab Reference Manual |
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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 ; ;
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