The parameters of the ARX model structure are estimated using different variants of the recursive least-squares method. Only single-output models are handled by rarx . The estimated parameters are returned in the matrix thm . In the case of a multi-input model, all the b parameters associated with input number 1 are given first, and then all the b parameters associated with input number 2, and so on. The actual algorithm is selected with the two arguments adg and adm .
P is approximately equal to the covariance matrix of the estimated parameters.
In these cases P is not defined or applicable. The default value of th0 is all zeros. The arguments P0 and P are the initial and final values, respectively, of the scaled covariance matrix of the parameters. The default value of phi0 is all zeros. Note that the function requires that the delay nk be larger than 0.