exar1(1)

NAME
exar1 - armax identification example

CALLING SEQUENCE
[z,zd,u,ar]=exar1()

PARAMETERS

z   : output without noise.

zd  : output with noise

u   : entry ( PRBS)

ar  : the armax description ( see armac)

DESCRIPTION
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] and the entry is a pseudo random binary signal. a sample of the processed is generated and used to identify the parameters using armax. Since in this example the noise is a colored noise armax will give biased estimators

SEE ALSO
armac