armac(1)

NAME
armac - Scilab description of an armax process

CALLING SEQUENCE
[ar]=armac(a,b,d,ny,nu,sig)

PARAMETERS

a=[Id,a1,..,a_r]
    : is a matrix of size (ny,r*ny)

b=[b0,.....,b_s]
    : is a matrix of size (ny,(s+1)*nu)

d=[Id,d1,..,d_p]
    : is a matrix of size (ny,p*ny);

ny  : dimension of the output y

nu  : dimension of the output u

sig : a matrix of size (ny,ny)

DESCRIPTION
this function creates a description as a list of an ARMAX process
   A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t)

EXAMPLE
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);
armap(ar);

SEE ALSO
armap