arxdata - ARX parameters from multiple-output models with variance information

Note   arxdata will be removed in a future release. Use polydata instead.

Syntax

Arguments

m

An idarx model object.

Also accepts single-output idpoly models with an underlying ARX structure with orders nc=nd=nf=0.

Description

[A,B] = arxdata(m) returns A and B as 3-D arrays.

Suppose ny is the number of outputs (the dimension of the vector y(t)) and nu is the number of inputs.

A is an ny-by-ny-by-(na+1) array such that

A(:,:,k+1) = Ak
A(:,:,1) = eye(ny)

where k=0,1,...,na.

B is an ny-by-nu-by-(nb+1) array with

B(:,:,k+1) = Bk

A(0) is always the identity matrix. The leading entries in B equal to zero, which means there are no delays in the model.

Note   For a time series, B = [].

[A,B,dA,dB] = arxdata(m) returns A and B matrices, and dA and dB as the estimated standard deviations of A and B, respectively.

Tips

A and B are 2-D or 3-D arrays and are returned in the standard multivariable ARX format (see idarx), describing the model.

where A_k and B_k matrices have dimensions ny-by-ny and ny-by-nu, respectively. ny is the number of outputs (the dimension of the vector y(t)) and nu is the number of inputs.

See Also

idarx | idpoly

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