User`s guide

2 Choosing Your System Identification Strategy
- EstimationIn fo
Structure includes read-only fields that de scrib e the estimation data set,
quantitative model quality measures, search termination conditions ,
how the initial states are handled, and any warnings encountered during
the estimation.
For information about getting help on object properties, see “G etting Help on
Model Properties at the Co mmand Line” on page 2-19.
Specifying Model Properties for Estimation
If you are estimating a new model, you can specify model properties directly
in the estimator syntax. For a complete list of model estimation commands,
see “Com m a nd s for Model Estimation” on page 2-9.
When using the commands that let you both construct a nd estimate a model,
you can specify all top-lev el model properties in the estimator syntax.
Top-level properties are those lis ted when you type
get(object_name).You
can also specify the top-level fields of the
Algorithm structure d irectly in
the estimator us in g property-valu e pa irs—such as
focus in the previous
example—without having to define the structure fields first.
The following commands load the sample data,
z8, construct an ARMA X
model, and estimate the model parameters. The arguments of the
armax
estimator specify model properties as property-value pairs.
load iddata8
m_armax=armax(z8,'na',4,...
'nb',[3 2 3],...
'nc',4,...
'nk',[0 0 0],...
'focus', 'simu lati on',...
'covariance', 'none',...
'tolerance',1e-5,...
'maxiter',50);
focus
, covariance, tolerance,andmaxiter are fields in the Algorithm
model property and specify aspects of the estimation algorithm.
2-16