predictle

Version 1.0.0.0 (2.46 KB) by Arthur Jutan
calculates leading indicator predictions for Discrete Transfer Function noise models
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2.6K Downloads
Updated 31 Mar 2016

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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

Cite As

Arthur Jutan (2024). predictle (https://www.mathworks.com/matlabcentral/fileexchange/169-predictle), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12.1
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0

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