User`s guide

Supported State-Space Parameterizations ............. 3-78
Preliminary Step – Estimating State-Space Model
Orders
........................................ 3-79
How to Estimate State-Space Models in the GUI
........ 3-84
How to Estimate State-Space Models at the Command
Line
.......................................... 3-87
HowtoEstimateFree-Parameterization State-Space
Models
........................................ 3-90
How to Estimate State-Space Models with Canonical
Parameterization
............................... 3-91
How to Estimate State-Space Models with Structured
Parameterization
............................... 3-93
How to E stimate the State-Space Equivalent of ARMAX
and OE Models
................................. 3-100
Options for Frequency-Weighing Focus
................ 3-100
Options for Initial States
........................... 3-101
Algorithms for Estimating State-Space Models
......... 3-101
Refining Linear Parametric Models
................. 3-103
When to Refine Models
............................. 3-103
What You Specify to Refine a Model
.................. 3-103
How to Refine Linear Parametric Models in the GUI
..... 3-104
How to Refine Linear Parametric Models at the Command
Line
.......................................... 3-105
Extracting Parameter Values from Linear Models
.... 3-108
Extracting Dynamic Model and Noise Model
Separately
...................................... 3-110
Transforming Between Discrete-Time and
Continuous-Time R ep resentations
................ 3-112
Why Transform Between Continuous and Discrete
Time?
......................................... 3-112
Using the c2d, d2c, and d 2d Commands
............... 3-112
Specifying Intersample Behavior
..................... 3-114
How d2c Handles Input Delays
...................... 3-114
Effects on the Noise Model
.......................... 3-115
Transforming Between Linear Model
Representation s
................................. 3-117
xii Contents