[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: lsim vs. filter for simulation in Octave 2.1.50
From: |
E. Joshua Rigler |
Subject: |
Re: lsim vs. filter for simulation in Octave 2.1.50 |
Date: |
Fri, 17 Oct 2003 15:01:18 -0600 |
Actually, my parameterization gives me exactly the same impulse response
as the parameterization you present. However, I wasn't actually trying
for an ARMAX model, but rather a 1st order OE (output error) model with
input feedthrough at zero lag (i.e.
^ 1 ^ 1
y(n) = - SUM a(k+1) y(n-k) + SUM b(k+1) x(n-k)
k=1 k=0
So I am even more confused than before. Thanks for your help though.
-EJR
On Fri, 2003-10-17 at 12:39, Geraint Paul Bevan wrote:
> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA1
>
>
> I think the problem here is with your conversion from your ARMAX model
> to a state space representation. Try this instead
>
> Problem:
> A = [1, 0.33]
> B = [0.2, 0.1]
>
> Y1 + 0.33 Y0 = 0.2 U1 + 0.1 U0
>
> Let:
> Y = Y1
> X1 = Y0
> X2 = U0
> U = U1
>
> Y = -0.33 X1 + 0.1 X2 + 0.2 U
> dX1 = Y - X1
> ~ = -1.33 X1 + 0.1 X2 + 0.2 U
> dX2 = U - X2
>
> State space:
> A = [ -1.33, 0.1 ; 0, -1 ];
> B = [ 0.2; 1 ];
> C = [ -0.33, 0.1 ];
> D = [ 0.2 ];
>
> sysd = ss2sys(A,B,C,D,1)
> sysc = d2c(sysd)
>
-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.
Octave's home on the web: http://www.octave.org
How to fund new projects: http://www.octave.org/funding.html
Subscription information: http://www.octave.org/archive.html
-------------------------------------------------------------