User`s guide

3 Linear Model Identification
2 In the Structure list, select the polynomial model structure you w ant to
estimate from the following options:
•
ARX:[na nb nk]
• ARMAX:[n a nb nc nk]
• OE:[nb nf nk]
• BJ:[nb nc nd nf nk]
This action updates the options in the Linear Parametric Models dialog box
to correspond with this model structure. For information about each model
structure, see “What Are Black-Box Polynomial Models?” on page 3-41.
Note For time-series data, only AR and ARM A models are available. For
more information about estimating time-series models, see C hapter 6,
“Time Series M odel Identification”.
3 In the Orders field, specify the model orders and delays, as follows:
• For single-output polynomial models. Enter the model orders and
delays according to the sequence displayed in the Structure field. For
multiple-inpu t mode ls, specify
nb and nk as row vectors with as many
elements as there are inputs. If you are estimating BJ and OE models,
you must also specify
nf as a vector.
For example, for a three-inp ut system,
nb can be [1 2 4 ], where each
element corresponds to an input.
• For multiple-output ARX models. Enter the model orders, as
described in “Options for M ultiple-Input and Multiple-Output ARX
Orders” on page 3-64.
Tip To enter m odel orders and delays using the Order Editor dialog box,
click Order Editor.
4 (ARX models only) S elect the e stimation Method as ARX or IV
(instrumental variable m ethod). For information about the algorithms, see
“Algorithms for Estimating Polynomial Mo de ls” on pa ge 3-66.
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