Scilab Reference Manual |
---|
arma2p — extract polynomial matrices from ar representation
[A,B,D]=arma2p(ar)
this function extract polynomial matrices (A,B,D) from an armax description.
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) // extract polynomial matrices from ar representation [A,B,D]=arma2p(ar);
<< Arma | armac >> |