I would like to use the "oe" function to obtain a general oe-model that has the structure:
F(q)= 1+f_1q^−1+…+f_nfq^−nf
B(q)= b_2q^−1+…+b_nbq^−nb
where B(q) has no feedthrough coefficient 'b_1' as mentioned in the mathworks documentation for the "oe" function.
I'm using the following code:
M = oe(data,[1,2,0]) with nb = 1, nf = 2, nk = 0
And I get the following model:
Discrete-time OE model: y(t) = [B(z)/F(z)]u(t) + e(t) B(z) = 0.06472 F(z) = 1 - 1.477 z^-1 + 0.8301 z^-2
I'm looking to build a one-step ahead predictor and this is characterized by the absence of a feedthrough term ( i.e. b_1 = 0) as it depends only on previous time samples (up to t-1).
With b_1 being non-zero, the model has feedthrough and can not be written as a one-step ahead predictor.
Why is there a feedthrough term (b_1) in the output model when using the "oe" function, and how can I obtain a model from the "oe" function without a feedthrough term?
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