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Box-Jenkins MIMO- Invalid Transfer functions #40

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Arash1234 opened this issue Feb 8, 2022 · 1 comment
Open

Box-Jenkins MIMO- Invalid Transfer functions #40

Arash1234 opened this issue Feb 8, 2022 · 1 comment

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@Arash1234
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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
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CPCLAB-UNIPI commented Apr 22, 2022

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

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