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Diffstat (limited to 'man')
-rw-r--r-- | man/estARX.Rd | 29 |
1 files changed, 28 insertions, 1 deletions
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 } |