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authorSuraj Yerramilli2015-12-30 20:37:37 +0530
committerSuraj Yerramilli2015-12-30 20:37:37 +0530
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parenta6288c34f0a76b1cb47b443f01cde075f6a221a4 (diff)
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minor documentation updates
Diffstat (limited to 'man/armax.Rd')
-rw-r--r--man/armax.Rd27
1 files changed, 14 insertions, 13 deletions
diff --git a/man/armax.Rd b/man/armax.Rd
index fc2388a..a7c92e4 100644
--- a/man/armax.Rd
+++ b/man/armax.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/estpoly.R
\name{armax}
\alias{armax}
@@ -11,15 +11,15 @@ armax(x, order = c(0, 1, 1, 0), options = optimOptions())
\item{options}{Estimation Options, setup using \code{\link{optimOptions}}}
-\item{order:}{Specification of the orders: the four integer components
-(na,nb,nc,nk) are the order of polynolnomial A, order of polynomial B
+\item{order:}{Specification of the orders: the four integer components
+(na,nb,nc,nk) are the order of polynolnomial A, order of polynomial B
+ 1, order of the polynomial C,and the input-output delay respectively}
}
\value{
An object of class \code{estpoly} containing the following elements:
\tabular{ll}{
- \code{sys} \tab an \code{idpoly} object containing the
+ \code{sys} \tab an \code{idpoly} object containing the
fitted ARMAX coefficients \cr
\code{fitted.values} \tab the predicted response \cr
\code{residuals} \tab the residuals \cr
@@ -30,31 +30,31 @@ An object of class \code{estpoly} containing the following elements:
\code{vcov} \tab the covariance matrix of the fitted coefficients\cr
\code{sigma} \tab the standard deviation of the innovations
} \cr
- \code{options} \tab Option set used for estimation. If no
+ \code{options} \tab Option set used for estimation. If no
custom options were configured, this is a set of default options. \cr
\code{termination} \tab Termination conditions for the iterative
search used for prediction error minimization.
\tabular{ll}{
\code{WhyStop} \tab Reason for termination \cr
\code{iter} \tab Number of Iterations \cr
- \code{iter} \tab Number of Function Evaluations
- }
+ \code{iter} \tab Number of Function Evaluations
+ }
}
}
\description{
Fit an ARMAX model of the specified order given the input-output data
}
\details{
-SISO ARMAX models are of the form
+SISO ARMAX models are of the form
\deqn{
- y[k] + a_1 y[k-1] + \ldots + a_{na} y[k-na] = b_{nk} u[k-nk] +
+ y[k] + a_1 y[k-1] + \ldots + a_{na} y[k-na] = b_{nk} u[k-nk] +
\ldots + b_{nk+nb} u[k-nk-nb] + c_{1} e[k-1] + \ldots c_{nc} e[k-nc]
- + e[k]
+ + e[k]
}
-The function estimates the coefficients using non-linear least squares
+The function estimates the coefficients using non-linear least squares
(Levenberg-Marquardt Algorithm)
\\
-The data is expected to have no offsets or trends. They can be removed
+The data is expected to have no offsets or trends. They can be removed
using the \code{\link{detrend}} function.
}
\examples{
@@ -63,9 +63,10 @@ z <- dataSlice(data,end=1533) # training set
mod_armax <- armax(z,c(1,2,1,2))
summary(mod_armax) # obtain estimates and their covariances
plot(mod_armax) # plot the predicted and actual responses
+
}
\references{
-Arun K. Tangirala (2015), \emph{Principles of System Identification:
+Arun K. Tangirala (2015), \emph{Principles of System Identification:
Theory and Practice}, CRC Press, Boca Raton. Sections 14.4.1, 21.6.2
}