predictle
by Arthur Jutan
26 Jun 1998
(Updated 22 Oct 2001)
calculates leading indicator predictions for Discrete Transfer Function noise models
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| File Information |
| Description |
This m file(predictle.m) calculates leading indicator predictions for Discrete Tranfer Function noise models used in the Identification TB. It is used in the same manner as predict.m found in the Identification TB. Predict.m uses the *actual* values of the input variable (u), but this file uses *predicted* values of the input variable (u) to predict the output variable(y). An ARMA model of the input series(u) is, of course, required. This m file was written after consulting with the toolbox author (Prof L. Ljung) and is based on setting up a joint state space model of the transfer function and the input series model.This new version is comaptible with R12.1 |
| MATLAB release |
MATLAB 6.1 (R12.1)
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| Other requirements |
change submission date to Oct 2001 |
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| Comments and Ratings (2) |
| 26 Mar 2003 |
Andre Clarke
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| 08 Dec 2003 |
REZA ALIGHADR
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