How to build a single input multiple output ARX or ARMAX model with MATLAB

Question

xuan 2020-8-24

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/583598-how-to-build-a-single-input-multiple-output-arx-or-armax-model-with-matlab

回答： Rajiv Singh 2020-8-25

采纳的回答： Rajiv Singh

I want to build a single input multiple output ARMAX model，then the AR coefficient is extracted.

for example

y is an array of 6 rows and 8192 columns，I'll take the first line as input and the last five as output。

The AR coefficient is 2 and the Ma coefficient is 3

This is my code：

sr=y(1,:)'; %input

sc=y(2:6,:); %output

u1 = iddata([], sr);

sc=sc';

yy = iddata(sc);

na=[2 2 2 2 2];

nb=[3];

nk=[0];

nc=[0];

sys = armax([yy u1],[na nb nk nc]);

xishu=sys.A;

But matlab prompts：

In the "armax" command, the number of rows in the orders matrix must be equal to the number of model outputs.

I don't know where I was wrong

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Answer 1

Rajiv Singh 2020-8-25

2
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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/583598-how-to-build-a-single-input-multiple-output-arx-or-armax-model-with-matlab#answer_484670

在 MATLAB Online 中打开

Identification routines want variables to be arranged along the columns, time along rows. Your data "y" is transposed. Also, the order matrix dimensions are wrong (see documentation for the required sizes of orders). I would do something like this:

y = y';
ny = 5; % number of outputs
nu = 1; % number of inputs
data = iddata(y(:,2:6),y(:,1),1);
na = 2*eye(5); % note: na must be ny-by-ny!
nb = 3*ones(5,1); % nb must be ny-by-nu 
nc = 0*ones(5,1); % nc must be ny-by-1
nk = zeros(5,1); % nk must be ny-by-nu
model = armax(data,[na nb nc nk])