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From: Tharindu Patikirikorala on 26 Apr 2010 21:33
I have a Multi-input output system. After creating the ARX model, I want to validate the model prediction using the filter commands. However it gives me this error.
m is the model. U is the data set.
M looks like :
Multivariable ARX model

A0*y(t)+A1*y(t-T)+ ... + An*y(t-nT) =
B0*u(t)+B1*u(t-T)+ ... +Bm*u(t-mT) + e(t)
A0:
1 0
0 1

A1:
-0.9406 -0.0448
-0.0440 -0.9424

B0:
0 0
0 0

B1:
-65.4663 71.1923
50.9171 -49.3614

-------------------------------------------------
Problem :

ypred = filter(m.A,m.B,U(600:1000,:));
??? Error using ==> filter
First two arguments must be vectors.

What is the general way to use the filter for MIMO system?

Thank you,

From: Rajiv Singh on 27 Apr 2010 10:23
Use PREDICT command which performs the prediction using given I/O data set.
For pure simulation of the model, use SIM command. If you must use filter,
first fetch the transfer function coefficients for the model ([num, den] =
tfdata(m)) and then call filter on each I/O pair separately; for each output
the result will be the sum of filter results for each input.

Note that by default, FILTER assumes zero initial conditions. For prediction
computations, PREDICT command offers several convenient ways of handling
initial conditions.

Rajiv

"Tharindu Patikirikorala" <tpatikirikorala(a)groupwise.swin.edu.au> wrote in
message news:hr5esf$2bm$1(a)fred.mathworks.com...
>I have a Multi-input output system. After creating the ARX model, I want to
>validate the model prediction using the filter commands. However it gives
>me this error.
> m is the model. U is the data set.
> M looks like :
> Multivariable ARX model
>
> A0*y(t)+A1*y(t-T)+ ... + An*y(t-nT) =
> B0*u(t)+B1*u(t-T)+ ... +Bm*u(t-mT) + e(t)
> A0: 1 0
> 0 1
>
> A1: -0.9406 -0.0448
> -0.0440 -0.9424
>
> B0: 0 0
> 0 0
>
> B1: -65.4663 71.1923
> 50.9171 -49.3614
>
> -------------------------------------------------
> Problem :
>
> ypred = filter(m.A,m.B,U(600:1000,:));
> ??? Error using ==> filter
> First two arguments must be vectors.
>
> What is the general way to use the filter for MIMO system?
>
> Thank you,
>


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