arma

Scilab Function
Last update : 25/04/2007

arma - Scilab arma library

### Description

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

### Author

J.P.C ; ;