User`s guide

3 Linear Model Identification
For detailed information about pem and idpoly, see the corresponding
reference page.
Options for Multiple-Input and Multiple-Output ARX
Orders
To estim a te a multi pl e-input and multip le-output (MIMO) ARX model, you
must first specify the model order matrices, as follows:
•
NA —Anny-b y-ny matrix whose i-jth entry is the order of the polynomial
that relates the jth output to the ith output.
•
NB —Anny -by-nu matrix whose i-jth entry is the order of the polynomial
that relates the jth input to the ith output.
•
NK —Anny-b y-nu matrix whose i-jth entry is the delay from the jth input
to the ith output.
• For
ny outputs and nu inputs, the A coefficients are ny -by-ny matrices and
the B coefficients are ny-by-nu matrices . For more information about
MIMO ARX structure, see “Definition of Mul t iple-Outpu t ARX Model s ”
on page 3-46.
Note For multiple-output time-series models, only AR models are supported.
AR models require only the
NA matrix.
In the System Identification Tool GUI. You can enter the matrices directly
in the Orders field.
At the command line. Define variables that store the model order matrices
and specify these variables in the model-estimation command. You can use
the f ollowi ng syntax to estimate a model with these orders:
arx(data,'na',NA,'nb',NB,'nk',NK)
Tip To simplify entering large matrices orders in the System Identification
Tool GUI, define the variable
NN=[NA NB NK] at the command line. You can
specify this variable in the Orders field.
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