From b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b Mon Sep 17 00:00:00 2001
From: priyanka
Date: Wed, 24 Jun 2015 15:03:17 +0530
Subject: initial commit / add all books

---
 2048/CH6/EX6.15/arx_est.sce | 35 +++++++++++++++++++++++++++++++++++
 1 file changed, 35 insertions(+)
 create mode 100755 2048/CH6/EX6.15/arx_est.sce

(limited to '2048/CH6/EX6.15/arx_est.sce')

diff --git a/2048/CH6/EX6.15/arx_est.sce b/2048/CH6/EX6.15/arx_est.sce
new file mode 100755
index 000000000..e6e1dda0d
--- /dev/null
+++ b/2048/CH6/EX6.15/arx_est.sce
@@ -0,0 +1,35 @@
+// Determination of ARX parameters as described in Example 6.25 on page 203.
+// 6.15
+
+exec('armac1.sci',-1);
+exec('cra.sci',-1);
+exec('arx.sci',-1);
+exec('filt.sci',-1);
+exec('covf.sci',-1);
+exec('stem.sci',-1);
+
+process_arx = armac1([1 -0.5],[0 0 0.6 -0.2],1,1,1,0.05);
+u = prbs_a(5000,250);
+xi = rand(1,5000,'normal');
+y = arsimul(process_arx,[u xi]);
+z = [y(1:length(u))' u'];
+zd = detrend(z,'constant');
+
+// Compute IR for time-delay estimation
+[ir,r,cl_s] = cra(detrend(z,'constant'));
+
+// Time-delay = 2 samples
+// Estimate ARX model (assume known orders)
+na = 1; nb = 2; nk = 2;
+[theta_arx,cov_arx,nvar,resid] = arx(zd,na,nb,nk); 
+
+// Residual plot
+[cov1,m1] = xcov(resid,24,"coeff");
+xset('window',1); 
+subplot(2,1,1)
+stem(0:24,cov1(25:49)');xgrid();
+xtitle('Correlation function of residuals from output y1','lag');
+[cov2,m2] = xcov(resid, zd(:,2),24,"coeff");
+subplot(2,1,2)
+stem(-24:24,cov2');xgrid();
+xtitle('Cross corr. function between input u1 and residuals from output y1','lag');
-- 
cgit