How to build a single input multiple output ARX or ARMAX model with MATLAB

I want to build a single input multiple output ARMAX model，then the AR coefficient is extracted.

for example

y is an array of 6 rows and 8192 columns，I'll take the first line as input and the last five as output。

The AR coefficient is 2 and the Ma coefficient is 3

This is my code：

sr=y(1,:)'; %input

sc=y(2:6,:); %output

u1 = iddata([], sr);

sc=sc';

yy = iddata(sc);

na=[2 2 2 2 2];

nb=[3];

nk=[0];

nc=[0];

sys = armax([yy u1],[na nb nk nc]);

xishu=sys.A;

But matlab prompts：

In the "armax" command, the number of rows in the orders matrix must be equal to the number of model outputs.

I don't know where I was wrong

Answer 1

[Rajiv Singh]

Identification routines want variables to be arranged along the columns, time along rows. Your data "y" is transposed. Also, the order matrix dimensions are wrong (see documentation for the required sizes of orders). I would do something like this:

y = y';
ny = 5; % number of outputs
nu = 1; % number of inputs
data = iddata(y(:,2:6),y(:,1),1);
na = 2*eye(5); % note: na must be ny-by-ny!
nb = 3*ones(5,1); % nb must be ny-by-nu 
nc = 0*ones(5,1); % nc must be ny-by-1
nk = zeros(5,1); % nk must be ny-by-nu
model = armax(data,[na nb nc nk])