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-rw-r--r--man/idpoly.Rd43
-rw-r--r--man/sim.Rd31
2 files changed, 74 insertions, 0 deletions
diff --git a/man/idpoly.Rd b/man/idpoly.Rd
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+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/poly.R
+\name{idpoly}
+\alias{idpoly}
+\title{Polynomial model with identifiable parameters}
+\usage{
+idpoly(A = 1, B = 1, C = 1, D = 1, F1 = 1, ioDelay = 0, Ts = 1)
+}
+\arguments{
+\item{A}{Autoregressive coefficients}
+
+\item{B,F1}{Coefficients of the numerator and denominator respectively
+of the deterministic model between the input and output}
+
+\item{C,D}{Coefficients of the numerator and denominator respectively
+of the stochastic model}
+
+\item{ioDelay}{the delay in the input-output channel}
+
+\item{Ts}{sampling interval}
+}
+\description{
+Creates a polynomial model with identifiable coefficients
+}
+\details{
+Discrete-time polynomials are of the form
+\deqn{
+ A(q^{-1}) y[k] = \frac{B(q^{-1})}{F1(q^{-1})} u[k] +
+ \frac{C(q^{-1})}{D(q^{-1})} e[k]
+}
+}
+\examples{
+# define output-error model
+mod_oe <- idpoly(B=c(0.6,-0.2),F1=c(1,-0.5),ioDelay = 2,Ts=0.1)
+
+# define box-jenkins model
+B <- c(0.6,-0.2)
+C <- c(1,-0.3)
+D <- c(1,1.5,0.7)
+F1 <- c(1,-0.5)
+mod_bj <- idpoly(1,B,C,D,F1,ioDelay=1)
+}
+
diff --git a/man/sim.Rd b/man/sim.Rd
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+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/sim.R
+\name{sim}
+\alias{sim}
+\title{Simulate dynamic system}
+\usage{
+sim(model, input, sigma = 0, seed = NULL)
+}
+\arguments{
+\item{model}{the system model to simulate}
+
+\item{input}{a vector/matrix containing the input}
+
+\item{sigma}{standard deviation of the innovations (Default= \code{0})}
+
+\item{seed}{integer indicating the seed value of the random number generator}
+}
+\value{
+a vector containing the output
+}
+\description{
+Simulate the response of a system given the input
+}
+\details{
+The routine is currently built only for SISO systems. Future Versions will
+include support for MIMO systems. Current support
+}
+\seealso{
+\code{\link{sim.idpoly}} for simulating polynomial models
+}
+