User`s guide

3 Linear Model Identification
The h oriz ontal axis in the ARX Model Structure Sele ction window is the total
number o f ARX parameters :
Number of parameters =+nn
ab
The vertical axis, called Unexplained output variance (in %),istheARX
model prediction e rror for a specific number of parameters. The prediction
error isthesumofthesquaresofthedifferencesbetweenthevalidation
data output and the model output. In other w ords, Unexplained o utput
variance (in %) is the portion of the output not explained by the model.
Three rectangles are highlighted on the plot—green, blue, and red. Each color
indicates a type of best - fit criterion, a s follows:
• Red minimizes the sum of the squares of the difference between the
validation data ou tput an d th e mod el output. T his option is considered the
overall best fit.
• Gree n min imizes Rissanen MDL criterion .
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