narsimul

narsimul — armax simulation ( using rtitr)

Calling sequence

[z]=narsimul(a,b,d,sig,u,[up,yp,ep])  
[z]=narsimul(ar,u,[up,yp,ep])  

Description

ARMAX simulation. Same as arsimul but the method is different the simulation is made with rtitr

Author

J-Ph. Chancelier ENPC Cergrene; ;