arma Scilab arma library Armax processes can be coded with Scilab tlist of type 'ar'. armac is used to build Armax scilab object. An 'ar' tlist contains the fields ['a','b','d','ny','nu','sig']. armac this function creates a Scilab tlist which code an Armax process A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t) ar=armac([1,2],[3,4],1,1,1,sig); -->ar('a') ans = ! 1. 2. ! -->ar('sig') ans = 1. ]]> armap(ar [,out]) Display the armax equation associated with ar armap_p(ar [,out]) Display the armax equation associated with ar using polynomial matrix display. [A,B,D]=armap2p(ar) extract polynomial matrices from ar representation armax is used to identify the coefficients of a n-dimensional ARX process A(z^-1)y= B(z^-1)u + sig*e(t) armax1 armax1 is used to identify the coefficients of a 1-dimensional ARX process A(z^-1)y= B(z^-1)u + D(z^-1)sig*e(t) arsimul armax trajectory simulation. narsimul armax simulation ( using rtitr) odedi Simple tests of ode and arsimul. Tests the option 'discret' of ode prbs_a pseudo random binary sequences generation reglin Linear regression m = 18; a = [1,-1.3136,1.4401,-1.0919,+0.83527]; b = [0.0,0.13137,0.023543,0.10775,0.03516]; u = rand(1,1000,'n'); z = arsimul(a,b,[0],0,u); [sm,fr]=mese(z,m); function gx=gxx(z,a,b) w = exp(-%i*2*%pi*z*(0:4))' gx = abs(b*w)^2/(abs(a*w)^2); endfunction res=[]; for x=fr res=[ res, gxx(x,a,b)]; end [arc,la,lb,sig,resid]=armax(4,4,z,u); res1=[]; for x=fr res1=[ res1, gxx(x,la(1),lb(1))]; end plot2d([fr;fr;fr]',[20*log10(sm/sm(1));20*log10(res/res(1));20*log10(res1/res1(1))]',[2,1,-1]) legend(["Using macro mese";"Theoretical value";"Arma identification"]) xtitle("Spectral power","frequency","spectral estimate")