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-rw-r--r--R/estpoly.R28
-rw-r--r--man/estARX.Rd29
2 files changed, 56 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R
index 6e04e0d..96c258e 100644
--- a/R/estpoly.R
+++ b/R/estpoly.R
@@ -21,6 +21,34 @@ plot.estPoly <- function(model,newdata=NULL){
#' Estimate ARX Models
#'
+#' Fit an ARX model of the specified order given the input-output data
+#'
+#' @param data an object of class \code{idframe}
+#' @param order: Specification of the orders: the three integer components
+#' (na,nb,nk) are the order of polynolnomial A, order of polynomial B and
+#' the input-output delay
+#'
+#' @details
+#' ARX models are of the form \\
+#'
+#' @return
+#' An object having classes \code{estARX} and \code{estPoly} containing
+#' the following elements:
+#'
+#'
+#' @references
+#' Arun K. Tangirala (2015), Principles of System Identification: Theory and
+#' Practice, CRC Press, Boca Raton. Section 21.6.1
+#'
+#' Lennart Ljung (1999) System Identification: Theory for the User,
+#' 2nd Edition, Prentice Hall, New York. Section 10.1
+#'
+#' @examples
+#' data(arxsim)
+#' model <- estARX(data,c(2,1,1))
+#' summary(model) # obtain estimates and their covariances
+#' plot(model) # plot the predicted and actual responses
+#'
#' @export
estARX <- function(data,order=c(0,1,0)){
y <- as.matrix(data$output)
diff --git a/man/estARX.Rd b/man/estARX.Rd
index f7e8a40..28f0b82 100644
--- a/man/estARX.Rd
+++ b/man/estARX.Rd
@@ -6,7 +6,34 @@
\usage{
estARX(data, order = c(0, 1, 0))
}
+\arguments{
+\item{data}{an object of class \code{idframe}}
+
+\item{order:}{Specification of the orders: the three integer components
+(na,nb,nk) are the order of polynolnomial A, order of polynomial B and
+the input-output delay}
+}
+\value{
+An object having classes \code{estARX} and \code{estPoly} containing
+the following elements:
+}
\description{
-Estimate ARX Models
+Fit an ARX model of the specified order given the input-output data
+}
+\details{
+ARX models are of the form \\
+}
+\examples{
+data(arxsim)
+model <- estARX(data,c(2,1,1))
+summary(model) # obtain estimates and their covariances
+plot(model) # plot the predicted and actual responses
+}
+\references{
+Arun K. Tangirala (2015), Principles of System Identification: Theory and
+Practice, CRC Press, Boca Raton. Section 21.6.1
+
+Lennart Ljung (1999) System Identification: Theory for the User,
+2nd Edition, Prentice Hall, New York. Section 10.1
}