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Amiga Format CD46 (1999-10-20)(Future Publishing)(GB)[!][issue 1999-12].iso
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arma.3
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arma(1) Scilab Function arma(1)
NAME
arma - Scilab arma library
DESCRIPTION
armac : this function creates a description as a list of an ARMAX pro-
cess
A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)
armap : Display in the file out or on the screen the armax equation
associated with ar
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
AUTHOR
J.P.C