Coding Nonlinear Autoregressive Model
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I have an autoregressive model where the input, v, goes through a nonlinear dynamic autoregressive function of memory M, F[y(t-1),y(t-2),...y(t-M)], to generate the output, y. Here is a link to the block structure: http://i43.tinypic.com/2d100hv.jpg. The nonlinearity cannot be expressed as a linear impulse response.
I was wondering (1) whether matlab has built in code to handle an arbitrary nonlinear autoregressive function (2) if not, how I would go about coding this?
Thanks!
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Conditional Mean Models dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!