exa6_20.m

matlab应用实例。如：FIR、IIR数字滤波器设计等。

%exa060309_armax.m, for example 6.3.9
%to test armax.m;

clear all;
A = [1  -1.5  0.7]; B = [0 1 0.5];
m0 = idpoly(A,B);
u = iddata([],idinput(300,'rbs'));
e = iddata([],randn(300,1));
y = sim(m0, [u e]);
data = [y,u];

data = detrend(y);
m0=[5 3];
armadat=armax(data,m0)