← Back to branch summary

~ubuntu-branches/ubuntu/hoary/scilab/hoary

« back to all changes in this revision

Viewing changes to man/eng/arma/arsimul.xml

  • Committer: Bazaar Package Importer
  • Author(s): Torsten Werner
  • Date: 2005-01-09 22:58:21 UTC
  • mfrom: (1.1.1 upstream)
  • Revision ID: james.westby@ubuntu.com-20050109225821-473xr8vhgugxxx5j
Tags: 3.0-12
http://bugs.debian.org/255869
changed configure.in to build scilab's own malloc.o, closes: #255869

Show diffs side-by-side

added added

removed removed

Lines of Context:
man/eng/arma/arsimul.xml
 
1
<?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
 
2
<!DOCTYPE MAN SYSTEM "../../manrev.dtd">
 
3
<MAN>
 
4
  <LANGUAGE>eng</LANGUAGE>
 
5
  <TITLE>arsimul</TITLE>
 
6
  <TYPE>Scilab Function</TYPE>
 
7
  <DATE>April 1993</DATE>
 
8
  <SHORT_DESCRIPTION name="arsimul"> armax simulation</SHORT_DESCRIPTION>
 
9
  <CALLING_SEQUENCE>
 
10
    <CALLING_SEQUENCE_ITEM>[z]=arsimul(a,b,d,sig,u,[up,yp,ep])  </CALLING_SEQUENCE_ITEM>
 
11
    <CALLING_SEQUENCE_ITEM>[z]=arsimul(ar,u,[up,yp,ep])  </CALLING_SEQUENCE_ITEM>
 
12
  </CALLING_SEQUENCE>
 
13
  <PARAM>
 
14
    <PARAM_INDENT>
 
15
      <PARAM_ITEM>
 
16
        <PARAM_NAME>ar</PARAM_NAME>
 
17
        <PARAM_DESCRIPTION>
 
18
          <SP>: an armax process. See armac.</SP>
 
19
        </PARAM_DESCRIPTION>
 
20
      </PARAM_ITEM>
 
21
      <PARAM_ITEM>
 
22
        <PARAM_NAME>a</PARAM_NAME>
 
23
        <PARAM_DESCRIPTION>
 
24
          <SP>: is the matrix[Id,a1,...,a_r]     of dimension (n,(r+1)*n)</SP>
 
25
        </PARAM_DESCRIPTION>
 
26
      </PARAM_ITEM>
 
27
      <PARAM_ITEM>
 
28
        <PARAM_NAME>b</PARAM_NAME>
 
29
        <PARAM_DESCRIPTION>
 
30
          <SP>: is the matrix[b0,......,b_s]     of dimension (n,(s+1)*m)</SP>
 
31
        </PARAM_DESCRIPTION>
 
32
      </PARAM_ITEM>
 
33
      <PARAM_ITEM>
 
34
        <PARAM_NAME>d</PARAM_NAME>
 
35
        <PARAM_DESCRIPTION>
 
36
          <SP>: is the matrix[Id,d_1,......,d_t] of dimension (n,(t+1)*n)</SP>
 
37
        </PARAM_DESCRIPTION>
 
38
      </PARAM_ITEM>
 
39
      <PARAM_ITEM>
 
40
        <PARAM_NAME>u</PARAM_NAME>
 
41
        <PARAM_DESCRIPTION>
 
42
          <SP>: is a matrix  (m,N), which gives the entry u(:,j)=u_j</SP>
 
43
        </PARAM_DESCRIPTION>
 
44
      </PARAM_ITEM>
 
45
      <PARAM_ITEM>
 
46
        <PARAM_NAME>sig</PARAM_NAME>
 
47
        <PARAM_DESCRIPTION>
 
48
          <SP>: is a  (n,n) matrix  e_{k} is an n-dimensional Gaussian process with variance I</SP>
 
49
        </PARAM_DESCRIPTION>
 
50
      </PARAM_ITEM>
 
51
      <PARAM_ITEM>
 
52
        <PARAM_NAME>up, yp</PARAM_NAME>
 
53
        <PARAM_DESCRIPTION>
 
54
          <SP>: optional parameter which describe the past.       up=[ u_0,u_{-1},...,u_{s-1}];       yp=[ y_0,y_{-1},...,y_{r-1}];       ep=[ e_0,e_{-1},...,e_{r-1}]; if they are omitted, the past value are supposed to be zero</SP>
 
55
        </PARAM_DESCRIPTION>
 
56
      </PARAM_ITEM>
 
57
      <PARAM_ITEM>
 
58
        <PARAM_NAME>z</PARAM_NAME>
 
59
        <PARAM_DESCRIPTION>
 
60
          <SP>: z=[      y(1),....,y(N)]</SP>
 
61
        </PARAM_DESCRIPTION>
 
62
      </PARAM_ITEM>
 
63
    </PARAM_INDENT>
 
64
  </PARAM>
 
65
  <DESCRIPTION>
 
66
    <P>
 
67
    simulation of an n-dimensional armax process
 
68
       A(z^-1) z(k)= B(z^-1)u(k) + D(z^-1)*sig*e(k)</P>
 
69
    <P>
 
70
       A(z)= Id+a1*z+...+a_r*z^r;  ( r=0  =&gt; A(z)=Id)
 
71
       B(z)= b0+b1*z+...+b_s z^s;  ( s=-1 =&gt; B(z)=[])
 
72
       D(z)= Id+d1*z+...+d_t z^t;  ( t=0  =&gt; D(z)=Id)
 
73
       
 
74
       z et e are in   R^n et u in  R^m</P>
 
75
  </DESCRIPTION>
 
76
  <SECTION label="Method">
 
77
    <P>
 
78
    a state-space representation is constructed and ode with the option  &quot;discr&quot; is used to compute z</P>
 
79
  </SECTION>
 
80
  <AUTHOR>J-Ph.C.;   </AUTHOR>
 
81
</MAN>