diff options
author | Suraj Yerramilli | 2016-03-16 19:23:55 +0530 |
---|---|---|
committer | Suraj Yerramilli | 2016-03-16 19:23:55 +0530 |
commit | 5e2cb5898aff4b15e5d9a14576c001c52684ddba (patch) | |
tree | f06c390dc827db63d571356220437271351b5d2e /man | |
parent | f9559070f4af74ba07ac2712a5a923d6d2d870ee (diff) | |
download | SysID-R-code-5e2cb5898aff4b15e5d9a14576c001c52684ddba.tar.gz SysID-R-code-5e2cb5898aff4b15e5d9a14576c001c52684ddba.tar.bz2 SysID-R-code-5e2cb5898aff4b15e5d9a14576c001c52684ddba.zip |
Updating iv documentation
Diffstat (limited to 'man')
-rw-r--r-- | man/iv.Rd | 14 |
1 files changed, 1 insertions, 13 deletions
@@ -34,18 +34,6 @@ Estimates an ARX model of the specified order from input-output data using the instrument variable method. If arbitrary instruments are not supplied by the user, the instruments are generated using the arx routine } -\details{ -SISO ARX models are of the form -\deqn{ - 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] + e[k] -} -The function estimates the coefficients using linear least squares (with -regularization). -\cr -The data is expected to have no offsets or trends. They can be removed -using the \code{\link{detrend}} function. -} \examples{ data(arxsim) mod_iv <- iv(z,c(2,1,1)) @@ -59,6 +47,6 @@ Lennart Ljung (1999), \emph{System Identification: Theory for the User}, 2nd Edition, Prentice Hall, New York. Section 7.6 } \seealso{ -arx +\code{\link{arx}}, \code{\link{iv4}} } |