arma(1)

NAME
arma - Scilab arma library

DESCRIPTION

armac
    : 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)

armap
    : Display in the file out or on the screen the armax equation associated with ar

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 bidimensional 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