Create lag operator polynomial (LagOp) object
Create a lag operator polynomial A(L), by specifying the coefficients and, optionally, the corresponding lags.
A = LagOp(coefficients)
A = LagOp(coefficients,Name,Value) creates a lag operator polynomial with additional options specified by one or more Name,Value pair arguments. Name can also be a property name and Value is the corresponding value. Name must appear inside single quotes (''). You can specify several name-value pair arguments in any order as Name1,Value1,...,NameN,ValueN.
The coefficients of the lag operator polynomial. Generally, coefficients is a cell array of square matrices. For convenience, coefficients may also be specified in other ways:
Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.
Vector of integer lags associated with the polynomial coefficients. If specified, the number of lags must be the same as the number of coefficients.
Default: Coefficients are associated with lags 0, 1,..., numCoefficients–1.
Nonnegative scalar tolerance used to determine which lags are included in the object. Specifying a tolerance greater than the default (1e–12) excludes lags with near-zero coefficients. A lag is excluded if the magnitudes of all elements of the coefficient matrix are less than or equal to the specified tolerance.
Lag indexed cell array of nonzero polynomial coefficients
Polynomial degree (the highest lag associated with a nonzero coefficient)
Polynomial dimension (the number of time series to which it may be applied)
Polynomial lags associated with nonzero coefficient
|filter||Apply lag operator polynomial to filter time series|
|isEqLagOp||Determine if two LagOp objects are same mathematical polynomial|
|isNonZero||Find lags associated with nonzero coefficients of LagOp objects|
|isStable||Determine stability of lag operator polynomial|
|minus||Lag operator polynomial subtraction|
|mldivide||Lag operator polynomial left division|
|mrdivide||Lag operator polynomial right division|
|mtimes||Lag operator polynomial multiplication|
|plus||Lag operator polynomial addition|
|reflect||Reflect lag operator polynomial coefficients around lag zero|
|toCellArray||Convert lag operator polynomial object to cell array|
Value. To learn how value classes affect copy operations, see Copying Objects in the MATLAB® documentation.
The coefficients of lag operator polynomials are accessible by lag-based indexing; that is, by specifying nonnegative integer lags associated with the coefficients of interest.