[Octave-cvsupdate] SF.net SVN: octave:[10335] trunk/octave-forge/extra/control-devel/inst/arx. m

[<par...@us...>]

Revision: 10335
          http://octave.svn.sourceforge.net/octave/?rev=10335&view=rev
Author:   paramaniac
Date:     2012-04-30 15:57:22 +0000 (Mon, 30 Apr 2012)
Log Message:
-----------
control-devel: add arx function

Added Paths:
-----------
    trunk/octave-forge/extra/control-devel/inst/arx.m

Added: trunk/octave-forge/extra/control-devel/inst/arx.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/arx.m	                        (rev 0)
+++ trunk/octave-forge/extra/control-devel/inst/arx.m	2012-04-30 15:57:22 UTC (rev 10335)
@@ -0,0 +1,36 @@
+## Author: Lukas Reichlin <luk...@gm...>
+## Created: April 2012
+## Version: 0.1
+
+function sys = arx (dat, na, nb)
+
+  if (nargin != 3)
+    print_usage ();
+  endif
+  
+  if (! isa (dat, "iddata"))
+    error ("arx: ");
+  endif
+  
+  if (! is_real_scalar (na, nb))
+    error ("arx: ");
+    ## Test for integers
+  endif
+
+  ## TODO: handle MIMO and multi-experiment data
+
+  Y = dat.y{1};
+  U = dat.u{1};
+  
+  PhiY = toeplitz ([0; Y(1:end-1, :)], zeros (1, na));
+  PhiU = toeplitz ([0; U(1:end-1, :)], zeros (1, nb));
+  Phi = [PhiY, PhiU];
+  
+  Theta = Phi \ Y;
+  
+  A = Theta(1:n);
+  B = Theta(n+1:end);
+  
+  sys = tf ({B, 1}, {A, A}, dat.tsam);
+
+endfunction
\ No newline at end of file

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