[R] Simulate ARX model.

From: Todd Remund <tkremund98_at_hotmail.com>
Date: Wed, 26 Mar 2008 09:59:12 -0600

I have obtained from transfer functions, the state space matrices for the following state space model.  

x* = Ax + Bu
y = Cx + Du  

I have A, B, C, and D, now I would like to take the exogenous inputs and simulate the data using the state space model. I know there is a simulate function in the package dse1, but I am unsure as to what type of TSmodel to create to put into it. Could anyone give me some hints? Thanks.  

Todd Remund

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