Scilab Function

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.
- 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 bi dimensional 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 ; ;