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exar1.3
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exar1(1) Scilab Function exar1(1)
NAME
exar1 - armax identification example
CALLING SEQUENCE
[z,zd,u,ar]=exar1()
PARAMETERS
z : output without noise.
zd : output with noise
u : entry ( PRBS)
ar : the armax description ( see armac)
DESCRIPTION
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] and the entry is a pseudo random binary signal. a sample
of the processed is generated and used to identify the parameters using
armax. Since in this example the noise is a coloured noise armax will give
biased estimators
SEE ALSO
armac