User`s guide

3 Linear Model Identification

For example, the following command uses the range of speciﬁed orders NN

to compute the loss function for single-input/single-output e stimation data

data_e and validation data data_v:

V = arxstruc(data_e,data_v,NN)

Each row in NN corresponds to one set of orders:

[na nb nk]

selstruc. The selstruc command takes the output from arxstruc and opens

the AR X Model Structure Selection w indow to guide your choice of the model

order with the best performance.

For example, to open the ARX Model Structure Selection window and

interactively choose the optimum parameter combination, use the following

command:

selstruc(V)

For more information about working w ith the ARX Model Structure Selection

window, see “Selecting Mode l Orders from the Best ARX Structure ” on pag e

3-55.

To ﬁnd the structure that minimizes A kaike’s Information Criterion, use

the following command:

nn = selstruc(V,'AIC')

where nn contains the corresponding na, nb,andnk orders.

Similarly, to ﬁnd the structure that minimizes the Rissanen’s Minimum

Description Length (MDL), use the following comm and:

nn = selstruc(V,'MDL')

To select the structure with the smallest loss function, use the following

command:

nn = selstruc(V,0)

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