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From: AsimV <asimvod@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Linear parametric identification
Date: Tue, 24 Feb 2009 09:16:30 -0800 (PST)
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On Feb 23, 3:47 pm, "Rajiv Singh" <rajiv_si...@msn.com> wrote:
> Your model has one "measured" input and one output. However, there is also a
> noise input which you could think of an unmeasured input. When you perform
> an estimation, you not only estimate a "measured" model G, but also a
> "noise" model H, according to equation:
>
> y = Gu+He
>
> H is the transfer function between the unmeasured (noise) input e and the
> output y. H explains the component of the output that could not be captured
> by G.  H is also called a disturbance model. The inputs are "u" (measured)
> and "e" (unmeasured).
>
> When you do TF(arx221), this operation converts the noise input channel (e)
> into a regular input. Hence the number of inputs in the resulting model
> becomes 2. If you just need "G", the transfer function between measured
> input and output, you should do:
>
> g2 = tf(arx221('m'))
>
> This operation separates out the measured component (G) and converts only
> that component into a TF object.
>
> HTH,
> Rajiv
>
> "AsimV" <asim...@gmail.com> wrote in message
>
> news:dcb69d15-194c-40d1-acb9-49000bd8f1c8@l16g2000yqo.googlegroups.com...
>
> > Hello to all,
>
> > I'm experimenting with linear parametric identification methods. I
> > have tested this methods when output data contains noise. I simulated
> > noise by random number generator.
> > Can you please explain to me what does it mean when one gets the
> > following result:
> > g2 = tf(arx221)
>
> > Transfer function from input "u1" to output "y1":
> >   -0.4777 z + 0.4677
> > ------------------------
> > z^2 - 0.9353 z - 0.01695
>
> > Transfer function from input "v@y1" to output "y1":
> >      0.01454 z^2
> > ------------------------
> > z^2 - 0.9353 z - 0.01695
>
> > Data object for identification is formed from one input and one output
> > vector. It is SISO system. How to inperpret input "v@y1" to output
> > "y1"? What does it mean?
>
> > Thank you


Thank you Rajiv, you're most helpful.