Name

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.

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

Authors

J.P.C ; ;