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From: "Guanqun " <gqzhang1984@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Variation of ARX model
Date: Wed, 25 Feb 2009 01:31:02 +0000 (UTC)
Organization: Michigan State University
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Hi~! I need to solve a variation of ARX model:
y(t)=C+\sigma a_k*x(t-k)+\sigma b_k*y(t-k)+e(t), where C is a constant.

I looked up in the SYSTEM ID toolbox but didn't find useful function. I wonder if any functions any realize that. Thanks