How to find a system response of armax model for other data set? What e(t) in the system model?

Question

ramayya venna 2013-2-5

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/62230-how-to-find-a-system-response-of-armax-model-for-other-data-set-what-e-t-in-the-system-model

Discrete-time ARMAX model: A(z)y(t) = B(z)u(t) + C(z)e(t) A(z) = 1 - 2.916 z^-1 + 2.84 z^-2 - 0.9237 z^-3

B1(z) = 0.0004539 - 0.002285 z^-1                       
B2(z) = -1.451e-05 - 1.763e-05 z^-1                     
B3(z) = -0.00468 + 0.004787 z^-1                        
C(z) = 1 + 0.7955 z^-1 + 0.795 z^-2 + 0.998 z^-3

In the above function, what is e(t)? How to find y(t) for new data set (testing purpose)?

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Shashank Prasanna 2013-2-5

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/62230-how-to-find-a-system-response-of-armax-model-for-other-data-set-what-e-t-in-the-system-model#answer_73815

e(t) is noise disturbance or also called innovations terms. Usually assumed to be white noise. Once you have the estimated model supply your u(t) and look at the response, its just like any regular transfer function.

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

Answer 2

Rajiv Singh 2013-5-2

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/62230-how-to-find-a-system-response-of-armax-model-for-other-data-set-what-e-t-in-the-system-model#answer_84196

Finding values of y(t) for a given u(t) is simulation. Use the SIM command: http://www.mathworks.com/help/ident/ref/sim.html

Simulation will assume zero values for innovations e(t). If you need to predict K-step head values of y(t) using past measurements of (u,y), use PREDICT http://www.mathworks.com/help/ident/ref/predict.html

See http://www.mathworks.com/help/ident/simulation-and-prediction.html for more information on simulation and prediction.