User`s guide

Identifying Input-Output Polynomial Models
Model
Structure
Discrete-Time Form
Noise Model
Box-Jenkins
(BJ)
yt
Bq
Fq
ut nk
Cq
Dq
et
i
i
ii
i
nu
()
()
()
()
()
()=−
()
+
=
∑
1
Provides completely independent
parameterization for the
dynamics and the noise using
rational polynomial functions.
Use BJ models when the noise
does not enter at the input,
but is primary a measurement
disturbance, This structure
provides additional flexibility for
modeling noise.
Output-Error
(OE)
yt
Bq
Fq
ut nk et
i
i
ii
i
nu
()
()
()
()=−
()
+
=
∑
1
Use when you want to
parameterize dynamics, but
donotwanttoestimateanoise
model.
Note In this case, the noise
models is
H = 1
in the general
equation and the white noise
source e(t) affects only the
output.
The System Identification Tool GUI supports only the polynomial models
listed in the table. However, you can use
pem to estimate all five polynomia l
or any subset of polynomials in the general equation . For more information
about working with pem, s ee “Using pem to Estimate Polynomial M odels”
on page 3-61.
3-45