# How to build a single input multiple output ARX or ARMAX model with MATLAB

52 views (last 30 days)
xuan on 24 Aug 2020
Answered: Rajiv Singh on 25 Aug 2020
I want to build a single input multiple output ARMAX model，then the AR coefficient is extracted.
for example
y is an array of 6 rows and 8192 columns，I'll take the first line as input and the last five as output。
The AR coefficient is 2 and the Ma coefficient is 3
This is my code：
sr=y(1,:)'; %input
sc=y(2:6,:); %output
u1 = iddata([], sr);
sc=sc';
yy = iddata(sc);
na=[2 2 2 2 2];
nb=[3];
nk=[0];
nc=[0];
sys = armax([yy u1],[na nb nk nc]);
xishu=sys.A;
But matlab prompts：
In the "armax" command, the number of rows in the orders matrix must be equal to the number of model outputs.
I don't know where I was wrong

Rajiv Singh on 25 Aug 2020
Identification routines want variables to be arranged along the columns, time along rows. Your data "y" is transposed. Also, the order matrix dimensions are wrong (see documentation for the required sizes of orders). I would do something like this:
y = y';
ny = 5; % number of outputs
nu = 1; % number of inputs
data = iddata(y(:,2:6),y(:,1),1);
na = 2*eye(5); % note: na must be ny-by-ny!
nb = 3*ones(5,1); % nb must be ny-by-nu
nc = 0*ones(5,1); % nc must be ny-by-1
nk = zeros(5,1); % nk must be ny-by-nu
model = armax(data,[na nb nc nk])

### Categories

Find more on Input-Output Polynomial Models in Help Center and File Exchange

### Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by