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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) ENPC
// Copyright (C) DIGITEO - 2010 - Allan CORNET
//
// This file is released under the 3-clause BSD license. See COPYING-BSD.
function demo_arma2()
editor SCI/modules/signal_processing/demos/arma/arma2.dem.sce;
l = lines();
lines(0);
// A bidimensional version of demo one.
a = [1,-2.851,2.717,-0.865].*.eye(2,2);
b = [0,1,1,1].*.[1;1];
d = [1,0.7,0.2].*.eye(2,2);
sig = eye(2,2);
ar = armac(a,b,d,2,1,sig);
disp(_("Simulation of an ARMAX process: "));
disp(ar);
u = -prbs_a(300,1,int([2.5,5,10,17.5,20,22,27,35]*100/12));
zd = narsimul(a,b,d,sig,u);
z = narsimul(a,b,d,0.0*sig,u);
disp(_("Identification ARX (least square): "));
[archap,la,lb,sig,resid]=armax(3,3,zd,u,1,1);
disp(archap);
lines(l(2), l(1));
endfunction
demo_arma2();
clear demo_arma2;
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