Man Scilab

arsimul
Scilab Function

arsimul - armax simulation

Calling Sequence

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

Parameters

Description

simulation of an n-dimensional armax process A(z^-1) z(k)= B(z^-1)u(k) + D(z^-1)*sig*e(k)

A(z)= Id+a1*z+...+a_r*z^r; ( r=0 => A(z)=Id) B(z)= b0+b1*z+...+b_s z^s; ( s=-1 => B(z)=[]) D(z)= Id+d1*z+...+d_t z^t; ( t=0 => D(z)=Id) z et e are in R^n et u in R^m

Method

a state-space representation is constructed and ode with the option "discr" is used to compute z

Author

J-Ph.C.;

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