Re: lsim vs. filter for simulation in Octave 2.1.50

[E. Joshua Rigler]

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:
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> 
> 
> 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)
> 




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