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CPCLAB-UNIPI / SIPPY

Systems Identification Package for PYthon
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Box-Jenkins MIMO- Invalid Transfer functions #40

Open Arash1234 opened 2 years ago

Arash1234 commented 2 years ago

I am solving a Box-Jenkins problem for a MIMO case that has two inputs and one output. What I noticed is that, the transfer functions that I am getting for each of the inputs share the same denominators and this seems to be for the all the cases that I am running.

Is this the cases that denominators (F ) are parametrised with the same parameters in the code?

CPCLAB-UNIPI commented 2 years ago

Dear Arash1234, sorry for the big delay in the response. In the MISO approach as developed in SIPPY, the denominators matrices A, D, and F are linked to the single output analyzed each time while B is linked to the different inputs. In the particular case of Box-Jenkins, the F matrix, which is linked to the output free of the disturbance effect, is identical for each of the outputs analyzed; e.g., in your case we expect two transfer functions with the same denominator. We hope that this clarifies your doubt (see Ljung - system identification theory for the user as reference)

Best Regards,

SIPPY team