User`s guide

Example – Simulating Model O utput with Noise at the Com mand Line

Example – Simulating Model Output with Noise at the

Command Line

This example dem

onstrates how you can create input data and a model, and

then use the dat

a and the m odel to simulate output data. In this case, you use

the following A

RMAX model with Gaussian noise e:

yt yt yt

ut ut et e

() . ( ) . ( )

().()()(

−−+−=

−+ −+ −

15 1 07 2

105 2 ttet−+ −102 1).( )

Create the ARM

AX model and simulate output data with random binary

input

u using t

he following commands:

% Create an ARMAX model

m_armax = idpoly([1 -1.5 0.7],[0 1 0.5],[1 -1 0.2]);

% Create a random binary input

u = idinput(400,'rbs',[0 0. 3]);

% Simulate the output data

y = sim(m_armax,u,'noise');

Note The argume

'noise' speciﬁes to include in the simulation the

Gaussian noise

e presen t in the model. Omit this argum en t to simu la te the

noise-free re

sponse to the input

u, which is equivalent to setting e to zero.

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