User`s guide

3 Linear Model Identification
• “Estimating Model Orders at the Command Line” on p ag e 3 -5 3
• “Estim ating Dela ys at the Command Line” on page 3-55
• “Selecting Model Orders from the Best ARX Structure” on page 3-55
Why Estimate Model Orders and Delays?
To estimate polynomial models, you must provide input delays and model
orders. If you already have insight into the physics of yo ur system, you can
specify the number of poles and zeros.
In most cases, you do not know the model orders in advance. To get initial
model orders and delays for your system, you can estimate several ARX
models with a range of orders and delays an d compare the p erform an c e of
these m odels . You choose the mode l orders that correspond to the best model
performance and use these orders as an initial g uess for further modeling.
Because this estimation procedure uses the ARX model structure, which
includes the A and B polynomials, you o nly get estimates for the na, nb,and
nk parame te rs. However, you can use these results as initial guesses for the
corresponding polynom ial orders and input delay s in other model structures,
such as ARMAX, OE, and BJ.
If the estimated nk is too small, the leading nb coefficients are much smaller
than their standard deviations. Conversely, if the estimated nk is too large,
there is a significant correlation between the residuals and the input for lags
that correspond to the missing B terms. For information about residual
analysis plots, see “Us ing Re s id ual Analysis Plots to Validate Model s” on
page 8-16.
Estimating Orders and Delays in the GUI
The following procedure assumes that you have already imported your data
into the GUI and performed any necessary preprocessing operations. For
more information, see Chapter 1, “Data Processing”.
To estimate mo del orders and input delays in the Sy stem Identification Tool
GUI:
3-50