Scilab Function
Last update : 28/12/2008

arsimul - armax simulation

Calling Sequence

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

Parameters

Description

simulation of an n-dimensional armax process A(z^-1) z(k)= B(z^-1)u(k) + D(z^-1)*sig*e(k)

       A(z)= Id+a1*z+...+a_r*z^r;  ( r=0  => A(z)=Id)
       B(z)= b0+b1*z+...+b_s z^s;  ( s=-1 => B(z)=[])
       D(z)= Id+d1*z+...+d_t z^t;  ( t=0  => D(z)=Id)
    

z et e are in R^n et u in R^m

Method

a state-space representation is constructed and ode with the option "discr" is used to compute z

Author

J-Ph.C.