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Function Reference: arx

Function File: [sys, x0] = arx (dat, n, …)
Function File: [sys, x0] = arx (dat, n, opt, …)
Function File: [sys, x0] = arx (dat, opt, …)
Function File: [sys, x0] = arx (dat, 'na', na, 'nb', nb)

Estimate ARX model using QR factorization.

Inputs

dat

iddata identification dataset containing the measurements, i.e. time-domain signals.

n

The desired order of the resulting model sys.

Optional pairs of keys and values. 'key1', value1, 'key2', value2.

opt

Optional struct with keys as field names. Struct opt can be created directly or by function options. opt.key1 = value1, opt.key2 = value2.

Outputs

sys

Discrete-time transfer function model. If the second output argument x0 is returned, sys becomes a state-space model.

x0

Initial state vector. If dat is a multi-experiment dataset, x0 becomes a cell vector containing an initial state vector for each experiment.

Option Keys and Values

’na’

Order of the polynomial A(q) and number of poles.

’nb’

Order of the polynomial B(q)+1 and number of zeros+1. nb <= na.

’nk’

Input-output delay specified as number of sampling instants. Scalar positive integer. This corresponds to a call to function nkshift, followed by padding the B polynomial with nk leading zeros.

Algorithm
Uses the formulae given in [1] on pages 318-319, ’Solving for the LS Estimate by QR Factorization’. Uses SLICOT IB01CD for initial conditions, Copyright (c) 2020, SLICOT, available under the BSD 3-Clause (License and Disclaimer).

References
[1] Ljung, L. (1999) System Identification: Theory for the User: Second Edition. Prentice Hall, New Jersey, USA.

Source Code: arx