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predictle 1.0

  Date Added: June 04, 2013  |  Visits: 216

predictle

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This m file(predictle.m) calculates leading indicator predictions for Discrete Tranfer Function noise models used in the Identification TB. It is used in the same manner as predict.m found in the Identification TB. Predict.m uses the *actual* values of the input variable (u), but this file uses *predicted* values of the input variable (u) to predict the output variable(y). An ARMA model of the input series(u) is, of course, required. This m file was written after consulting with the toolbox author (Prof L. Ljung) and is based on setting up a joint state space model of the transfer function and the input series model.This new version is comaptible with R12.1

Requirements: No special requirements
Platforms: Matlab
Keyword: Author Based Comaptible Consulting Function Joint Ljung Model Modelthis Required Series Seriesu Setting State Toolbox Transfer Version Written
Users rating: 0/10

License: Freeware Size: 10 KB
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