matlab有armax函数
例如:我随意定义

y=sin(0:0.1:40);
data=iddata(y');
m= armax(data,[2 3])

Discrete-time IDPOLY model: A(q)y(t) = C(q)e(t)
A(q) = 1 - 1.99 q^-1 + q^-2

C(q) = 1 - 0.2973 q^-1 + 0.08516 q^-2 + 0.179 q^-3

Estimated using ARMAX on data set data
Loss function 2.95475e-030 and FPE 3.0288e-030
Sampling interval: 1