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authorSuraj Yerramilli2016-02-16 21:30:56 +0530
committerSuraj Yerramilli2016-02-16 21:30:56 +0530
commitd6508786ce6c12c92e9a061c07d50c04bc39dec5 (patch)
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completing documentation for bj
Diffstat (limited to 'man/bj.Rd')
-rw-r--r--man/bj.Rd21
1 files changed, 18 insertions, 3 deletions
diff --git a/man/bj.Rd b/man/bj.Rd
index 24ec162..453789e 100644
--- a/man/bj.Rd
+++ b/man/bj.Rd
@@ -42,10 +42,25 @@ Fit a box-jenkins model of the specified order from input-output data
\details{
SISO BJ models are of the form
\deqn{
- y[k] + f_1 y[k-1] + \ldots + f_{nf} y[k-nf] = b_{nk} u[k-nk] +
- \ldots + b_{nk+nb} u[k-nk-nb] + f_{1} e[k-1] + \ldots f_{nf} e[k-nf]
- + e[k]
+ y[k] = \frac{B(q^{-1})}{F(q^{-1})}u[k-nk] +
+ \frac{C(q^{-1})}{D(q^{-1})} e[k]
}
+The orders of Box-Jenkins model are defined as follows:
+\deqn{
+ B(q^{-1}) = b_1 + b_2q^{-1} + \ldots + b_{nb} q^{-nb+1}
+}
+
+\deqn{
+ C(q^{-1}) = 1 + c_1q^{-1} + \ldots + c_{nc} q^{-nc}
+}
+
+\deqn{
+ D(q^{-1}) = 1 + d_1q^{-1} + \ldots + d_{nd} q^{-nd}
+}
+\deqn{
+ F(q^{-1}) = 1 + f_1q^{-1} + \ldots + f_{nf} q^{-nf}
+}
+
The function estimates the coefficients using non-linear least squares
(Levenberg-Marquardt Algorithm)
\\