diff options
-rw-r--r-- | R/estpoly.R | 28 | ||||
-rw-r--r-- | man/estARX.Rd | 29 |
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 } |