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author | Suraj Yerramilli | 2016-02-16 21:30:56 +0530 |
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committer | Suraj Yerramilli | 2016-02-16 21:30:56 +0530 |
commit | d6508786ce6c12c92e9a061c07d50c04bc39dec5 (patch) | |
tree | fbf109de5622383ef3949145c8a55c76a43c97d9 /man/bj.Rd | |
parent | 2b17bae5c6d440c8c6217710feef3f9adc88dd82 (diff) | |
download | SysID-R-code-d6508786ce6c12c92e9a061c07d50c04bc39dec5.tar.gz SysID-R-code-d6508786ce6c12c92e9a061c07d50c04bc39dec5.tar.bz2 SysID-R-code-d6508786ce6c12c92e9a061c07d50c04bc39dec5.zip |
completing documentation for bj
Diffstat (limited to 'man/bj.Rd')
-rw-r--r-- | man/bj.Rd | 21 |
1 files changed, 18 insertions, 3 deletions
@@ -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) \\ |