Re: control problem: lsim

[Lukas Reichlin]

On 24.02.2013, at 23:17, Rudolf Widmer-Schnidrig <address@hidden> wrote:

> Dear Lukas, dear List,
> 
> What is the best way to evaluate the quality of a LTI model
> which I have obtained like this
> 
> octave> dat = iddata(yout,xin);      % yout is observed output to input xin
> octave> sys = arx (dat,'NA',2,'NB',1')
> 
> From the control manual I expected that I could run
> 
> octave> lsim(sys,xin)
> 
> to predict the output for input xin given the system sys.
> 
> but I get the error: lsim: input vector u must have 2 columns
> 
> what am  missing?
> 
>       many thanks in advance,             -Ruedi

Hi Ruedi,

If dat has p outputs and m inputs,

[n, p, m, e] = size (dat)
[n, p] = size (yout)
[n, m] = size (xin)

sys becomes an p by m+p LTI model (p outputs and m+p inputs).
The first m inputs (1:m) are u(t) and the remaining p inputs (m+(1:p)) are e(t)

          A(q) y(t) = B(q) u(t) + e(t)

You are only interested in u(t), therefore select the inputs by  sys(:, 1:m)

lsim (sys(:, 1:m), xin)

Maybe I should improve the documentation of arx.

Best regards,
Lukas