diff options
| -rw-r--r-- | R/estUtil.R | 7 | ||||
| -rw-r--r-- | man/arx.Rd | 9 |
2 files changed, 13 insertions, 3 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index 043eadc..084760c 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -224,4 +224,9 @@ checkInitSys <- function(init_sys){ } leftPadZeros <- function(x,n) c(rep(0,n),x) -padZeros <- function(x,n) c(rep(0,n),x,rep(0,n))
\ No newline at end of file +padZeros <- function(x,n) c(rep(0,n),x,rep(0,n)) + +integfilter <- function(x){ + as.numeric(stats::filter(x,filter=c(1,-1),"convolution",sides = 1, + circular = T)) +}
\ No newline at end of file @@ -4,14 +4,19 @@ \alias{arx} \title{Estimate ARX Models} \usage{ -arx(x, order = c(0, 1, 0), lambda = 0.1) +arx(x, order = c(1, 1, 1), lambda = 0.1, intNoise = FALSE) } \arguments{ \item{x}{an object of class \code{idframe}} -\item{order:}{Specification of the orders: the three integer components +\item{order}{Specification of the orders: the three integer components (na,nb,nk) are the order of polynolnomial A, (order of polynomial B + 1) and the input-output delay} + +\item{lambda}{Regularization parameter(Default=\code{0.1})} + +\item{intNoise}{Logical variable indicating whether to add integrators in +the noise channel (Default=\code{FALSE})} } \value{ An object of class \code{estpoly} containing the following elements: |