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| author | Suraj Yerramilli | 2016-02-15 14:11:29 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-02-15 14:11:29 +0530 |
| commit | 7897c4648cde7eab242a0bcd16d3d83c9be1c7bd (patch) | |
| tree | 55f699d460417593debe3859bf56565900b25747 | |
| parent | 4c167a17836565cffd41ce27bf378eaf4a42130d (diff) | |
| download | SysID-R-code-7897c4648cde7eab242a0bcd16d3d83c9be1c7bd.tar.gz SysID-R-code-7897c4648cde7eab242a0bcd16d3d83c9be1c7bd.tar.bz2 SysID-R-code-7897c4648cde7eab242a0bcd16d3d83c9be1c7bd.zip | |
minor correction in filter
| -rw-r--r-- | R/estpoly.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index e39c796..678c652 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -347,7 +347,8 @@ oe <- function(x,order=c(1,1,0),options=optimOptions()){ # Initial Model mod_arx <- iv(x,c(nf,nb,nk)) # fitting ARX model wk <- resid(mod_arx) - e_init <- as.numeric(signal::filter(signal::Ma(mod_arx$sys$A),wk)) + e_init <- as.numeric(signal::filter( + signal::Arma(b=1,a=mod_arx$sys$A),wk)) ivs <- y-e_init theta0 <- matrix(c(mod_arx$sys$B,mod_arx$sys$A[-1])) |