User`s guide

Identifying Input-Output Polynomial Models
5 In the Name field,editthenameofthemodelorkeepthedefault. The
name of the model should be unique in the Model Board.
6 In the Focus list, select how to weigh the relative importance of the fitat
different frequencies. For more information about e ach option, see “O ption
for Frequency-Weighing Focus” on page 3-65.
7 In the Initial state list, specify how you want the algorithm to treat initial
states. For m ore inform ation about the available options, see “Options for
Initial States” on page 3-39.
Tip If you get an inaccurate fit, try setting a specific method for handling
initial s tates rather than choosing it automatically.
8 In the Covariance list, select Estimate if you want the algorithm to
compute parameter uncertainties. Effects of such uncertainties are
displayed on plots as model con fidence regions.
To omit estimating uncertainty, select
None. Skipping uncertainty
computation for large, multiple-output ARX models might reduce
computation time.
9 (ARMAX, OE, and BJ models only) To view the estimation progress in
the M AT LAB Com mand W indow, select the Trace check box. During
estimation, the following information is displayed for each iteratio n:
• Loss function — Equals the determinant of the estimated covariance
matrix of the input noise.
• Parameter values — Values of the model structure coefficients you
specified.
• Search direction — Change in parameter values from the previous
iteration.
• Fit improvements — Shows the actual versus e xpected impro vem ents in
the fit.
10 Click Estima te to add this model to the Model B oard in the System
Identification Tool GUI.
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