Coding Nonlinear Autoregressive Model
4 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
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 comentarios
Respuestas (0)
Ver también
Categorías
Más información sobre Conditional Mean Models en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!