User`s guide

Identifying State-Space Models
You can only es timate free state-space models in discrete time.
Continuous state-space models are available for canonical and structured
parameterizations and grey-box models.
Note To estimate canonical a nd structured state-space models in the System
Identification Tool GUI, define the corresponding model structures at the
command line and import them into the System Identification Tool GUI.
Preliminary S tep – Estimating State-Space Model
Orders
• “Why Estimate Model Orders?” on p age 3-79
• “Estimating Model Order in the GUI” on page 3-79
• “Estimating the Model Order at the Command Line” on page 3 -82
• “Using the Model Order Selection Window” on page 3-83
Why Estimate Model Orders?
To estimate a state-space model, you must provide a model order and one
or more input delays.
To get an initial model order for your system, you can estimate a group of
state-space models with a range of orders for a specific delay and compare the
performance of these models. You choose the m odel order that include s tates
with the highest contribution to the input-output b ehavior of the model and
use this order as an initial guess for further modeling.
The model order is always a single integer—regardless of the number of
inputs and outputs. However, the number of input delays must corres pond to
the number of input channels.
Estimating Model Order in the GUI
You must h ave already imported your data into the GUI, as described in
“Representing Data in the GUI” on page 1-13.
3-79