I'm going to create an ARMAX model:
$$y_k = -a_1y_{k-1} - \dots - a_ny_{k-n} + b_1u_{k-1} + \dots + b_nu_{k-n} = + w_k + c_1w_{k-1} + \dots + c_nw_{k-n}$$
According to my book. I need to find $y_{k}$ from the impulse response:
$$y_k = CA^kx_0 + \sum_{j==0}^{k-1}CA^{k-j-1}Bu_j $$
Where $A, B, C$ are discrete matrices.
Question:
Do I really need to do this way? Can I not simulate a continius time state space model with a for loop and then collect the output $y$ ?
Example:
## simulation
for k = 1 : urows
x = A * x + B * u(k, :).';
yk(k, :) = C * x + D * u(k, :).';
endfor
Or do I need to use the formula above?