Algorithm of ARXMAX model

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HYUNWOONG KIM il 26 Mar 2019

Modificato: HYUNWOONG KIM il 26 Mar 2019

Hi,

I want to know algorithm of ARXMAX model when I use matlab function.

For example, like this.

sys = armax(data,[na nb nc nk])

I want to understand the exact algorithm through the formula.

Can you give me any advise for this question?

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