User`s guide

Commands for Model Estimation
Commands for Model Estimation
The quickest way to both construct a model object and estimate the model
parameters is to use estimation commands.
Note For ODE s (grey-box models), you m ust first construct the model
structure and then apply an estimation command to the resulting model
object.
For ARMAX, Box-Jenkins, and Output-Error M odels—which you can only
estimate using the iterative prediction-error method—use the
armax, bj,and
oe estimation commands, respectively. For more information about choosing
the models to estimate first, see “Recommended Model Estimation Sequence”
on page 2-2.
ThefollowingtablesummarizesSystemIdentification Toolbox estimation
commands. For detailed information about using each command, see the
corresponding reference page.
Commands for Constructing and Estimating Models
Model Type Estimation Commands
Continuous-time low-order
transfer functions (process
models)
pem
Linear input-output
polynomial models
armax (ARM AX only)
arx (ARX only)
bj (BJ only)
iv4 (ARX only)
oe (OE only)
pem (for all models)
State-space models
n4sid
pem
2-9