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Diffstat (limited to 'R/estpoly.R')
-rw-r--r-- | R/estpoly.R | 28 |
1 files changed, 28 insertions, 0 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) |