Re: lsim vs. filter for simulation in Octave 2.1.50

[E. Joshua Rigler]

Sorry, I was mistaken (again).  The response functions were not
identical, I read the wrong output.  I'd still like to know how to
implement a MIMO OE model (with a zero-lag numerator) with lsim if
anyone can tell me.  Thanks.

-EJR

On Fri, 2003-10-17 at 15:01, E. Joshua Rigler wrote:
> 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
> -------------------------------------------------------------
-- 

To announce that there must be no criticism of the president, 
or that we are to stand by the president, right or wrong, 
is not only unpatriotic and servile, but is morally treasonable 
to the American public. -- Theodore Roosevelt, 1918.



-------------------------------------------------------------
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
-------------------------------------------------------------