% Experimental procedure for determining order of system driven by noise % S.No 7 V.Sornam Viswanathan %plotting the acf,pacf for the data figure,plotacf(y7,1e-03,11,1),title('ACF OF OUPUT DATA') figure,pacf(y7,10),title('PACF OF OUPUT DATA') %Trying to model as arma(1,0) nav_model=armax(y7,[1 0]) error=pe(nav_model,y7) figure,plotacf(error,1e-03,11,1),title('ACF OF RESIDUALS FOR ARMA(1,0)') figure,pacf(error,10),title('PACF OF RESIDUALS FOR ARMA(1,0)') %trying to model as arma(1,1) nav_model1=armax(y7,[1 1]) error1=pe(nav_model1,y7) figure,plotacf(error1,1e-03,11,1),title('ACF OF RESIDUALS FOR ARMA(1,1)') figure,pacf(error1,10),title('PACF OF RESIDUALS FOR ARMA(1,1)') %presenting final model present(nav_model1) %PRESENTED MODEL... % Discrete-time IDPOLY model: A(q)y(t) = C(q)e(t) % A(q) = 1 + 0.8084 (+-0.00717) q^-1 % % C(q) = 1 - 0.06948 (+-0.01217) q^-1 % % Estimated using ARMAX from data set y7 % Loss function 0.0100173 and FPE 0.0100213 % Sampling interval: 1 % Created: 16-Sep-2005 00:28:59 % Last modified: 16-Sep-2005 00:28:59 %