iv: ARX model estimation using instrumental variable method
Description
Estimates an ARX model of the specified order from input-output data using
the instrument variable method. If arbitrary instruments are not supplied
by the user, the instruments are generated using the arx routine
Usage
iv(z, order = c(0, 1, 0), x = NULL)
Arguments
z
an idframe object containing the data
order
Specification of the orders: the three integer components
(na,nb,nk) are the order of polynolnomial A, (order of polynomial B + 1)
and the input-output delay
x
instrument variable matrix. x must be of the same size as the output
data. (Default: NULL)
Value
An object of class estpoly containing the following elements:
References
Arun K. Tangirala (2015), Principles of System Identification:
Theory and Practice, CRC Press, Boca Raton. Sections 21.7.1, 21.7.2
Lennart Ljung (1999), System Identification: Theory for the User,
2nd Edition, Prentice Hall, New York. Section 7.6