th2arx (System Identification Toolbox)

Extract the ARX parameters from a theta format model.

[A,B] = th2arx(th)
[A,B,dA,dB] = th2arx(th)

th is the model in the theta format. A and B are returned as the matrices that define the ARX structure:

A = [I A1 A2 ... Ana]
B = [B0 B1 ... Bnb]

where

Delays in the system are indicated by leading zeros in the B matrices. See Section 6 in the Tutorial.

dA and dB are the standard deviations of A and B.