narsimul

armax simulation (using rtitr)

Syntax

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

Description

ARMAX simulation. Same as arsimul but the method is different the simulation is made with rtitr

Examples

a=[1,-2.851,2.717,-0.865].*.eye(2,2)
b=[0,1,1,1].*.[1;1];
d=[1,0.7,0.2].*.eye(2,2);
sig=eye(2,2);
ar=armac(a,b,d,2,1,sig)
u=rand(1,10,'normal');
y=narsimul(ar,u)

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Last updated:
Wed Jun 15 08:31:03 CEST 2016