<?xml version="1.0" encoding="UTF-8"?>
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<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:lang="ja" xml:id="armac">
    <refnamediv>
        <refname>armac</refname>
        <refpurpose>armax処理の Scilab 記述</refpurpose>
    </refnamediv>
    <refsynopsisdiv>
        <title>呼び出し手順</title>
        <synopsis>[ar]=armac(a,b,d,ny,nu,sig)</synopsis>
    </refsynopsisdiv>
    <refsection>
        <title>パラメータ</title>
        <variablelist>
            <varlistentry>
                <term>a=[Id,a1,..,a_r]  </term>
                <listitem>
                    <para>is a matrix of size (ny,r*ny)</para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>b=[b0,.....,b_s]  </term>
                <listitem>
                    <para>大きさ (ny,(s+1)*nu)の行列</para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>d=[Id,d1,..,d_p]  </term>
                <listitem>
                    <para>大きさ (ny,p*ny)の行列</para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>ny</term>
                <listitem>
                    <para>出力yの次元</para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>nu</term>
                <listitem>
                    <para>出力uの次元</para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>sig</term>
                <listitem>
                    <para>大きさ (ny,ny)の行列</para>
                </listitem>
            </varlistentry>
        </variablelist>
    </refsection>
    <refsection>
        <title>説明</title>
        <para>
            この関数は,ARMAXプロセスのtlistとして記述を作成します.
        </para>
        <para>
            <literal>ar</literal> は以下のように作成されます:
        </para>
        <programlisting role=""><![CDATA[
ar=tlist(['ar','a','b','d','ny','nu','sig'],a,b,d,ny,nu,sig);
 ]]></programlisting>
        <para>
            <literal>ar</literal> の係数は,例えば以下のように取得できます:
            <literal> ar('a') </literal>.
        </para>
    </refsection>
    <refsection>
        <title>例</title>
        <programlisting role="example"><![CDATA[
a=[1,-2.851,2.717,-0.865].*.eye(2,2)
b=[0,1,1,1].*.[1;1];
d=[1,0.7,0.2].*.eye(2,2);
sig=eye(2,2);
ar=armac(a,b,d,2,1,sig)
// extract polynomial matrices from ar representation
[A,B,D]=arma2p(ar);
 ]]></programlisting>
    </refsection>
    <refsection role="see also">
        <title>参照</title>
        <simplelist type="inline">
            <member>
                <link linkend="arma">arma</link>
            </member>
            <member>
                <link linkend="armax">armax</link>
            </member>
            <member>
                <link linkend="armax1">armax1</link>
            </member>
            <member>
                <link linkend="arsimul">arsimul</link>
            </member>
            <member>
                <link linkend="arma2p">arma2p</link>
            </member>
            <member>
                <link linkend="tlist">tlist</link>
            </member>
        </simplelist>
    </refsection>
</refentry>
