function sys = armaX(varargin) // Parameters Estimation of ARMAX model using Input Output time-domain data // // Calling Sequence // sys = armaX(ioData,[na nb nc nk]) // // Parameters // ioData : iddata or [outputData inputData] ,matrix of nx2 dimensions, type plant data // na : non-negative integer number specified as order of the polynomial A(z^-1) // nb : non-negative integer number specified as order of the polynomial B(z^-1)+1 // nc : non-negative integer number specified as order of the polynomial C(z^-1) // nk : non-negative integer number specified as input output delay, Default value is 1 // sys : idpoly type polynomial have estimated coefficients of A(z^-1),B(z^-1) and C(z^-1) polynomials // // Description // Fit ARMAX model on given input output data // The mathematical equation of the ARMAX model // // begin{eqnarray} // A(q)y(n) = B(q)u(n) + C(q)e(n) // end{eqnarray} // // It is SISO type model. It minimizes the sum of the squares of nonlinear functions using Levenberg-Marquardt algorithm. // // sys ,an idpoly type class, have different fields that contains estimated coefficients, sampling time, time unit and other estimated data in Report object. // // Examples // u = idinput(1024,'PRBS',[0 1/20],[-1 1]) // a = [1 0.5];b = [0 2 3]; // model = iddata(a,b,'Ts',0.1) // y = sim(u,model) + rand(length(u),1) // plantData = iddata(y,u,0.1) // sys = armaX(plantData,[2,2,1]) // // Examples // u = idinput(1024,'PRBS',[0 1/20],[-1 1]) // a = [1 0.5];b = [0 2 3]; // model = iddata(a,b,'Ts',0.1) // y = sim(u,model) + rand(length(u),1) // plantData = [y,u] // sys = armaX(plantData,[2,2,1]) // // Authors // Ashutosh Kumar Bhargava, Bhushan Manjarekar [lhs , rhs] = argn(); if ( rhs < 2 ) then errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 2"), "armaX", rhs); error(errmsg) end z = varargin(1) if typeof(z) == 'iddata' then Ts = z.Ts;unit = z.TimeUnit z = [z.OutputData z.InputData] elseif typeof(z) == 'constant' then Ts = 1;unit = 'seconds' end if ((~size(z,2)==2) & (~size(z,1)==2)) then errmsg = msprintf(gettext("%s: input and output data matrix should be of size (number of data)*2"), "armaX"); error(errmsg); end if (~isreal(z)) then errmsg = msprintf(gettext("%s: input and output data matrix should be a real matrix"), "armaX"); error(errmsg); end n = varargin(2) if (size(n,"*")<3| size(n,"*")>4) then errmsg = msprintf(gettext("%s: The order and delay matrix [na nb nc nk] should be of size [3 or 4]"), "armaX"); error(errmsg); end if (size(find(n<0),"*") | size(find(((n-floor(n))<%eps)== %f))) then errmsg = msprintf(gettext("%s: values of order and delay matrix [na nb nc nk] should be nonnegative integer number "), "armaX"); error(errmsg); end na = n(1); nb = n(2); nc = n(3); // nd = n(4);nf = n(5); if (size(n,"*") == 3) then nk = 1 else nk = n(4); end // storing U(k) , y(k) and n data in UDATA,YDATA and NDATA respectively YDATA = z(:,1); UDATA = z(:,2); sys = estpoly(z,[na,nb,nc,0,0,nk]) endfunction