armaxsim {sysid}R Documentation

Data simulated from an ARMAX model

Description

This dataset contains 2555 samples simulated from the following ARMAX model:

y[k] = \frac{0.6q^{-2} - 0.2q^{-3}}{1 - 0.5q^{-1}} u[k] + \frac{1-0.3q^{-1}}{1 - 0.5q^{-1}} e[k]

Usage

armaxsim

Format

an idframe object with 2555 samples, one input and one output

Details

The model is simulated with a 2555 samples long full-band PRBS input. The noise variance is set to 0.1


[Package sysid version 1.0.4 Index]