User`s guide

3 Linear Model Identification
7 (PEM only) In the Initial state list, specify how you want the algorithm to
treat initial states. For m o re info rm ation a bou t the available options, see
“Options for Initial States” on page 3-101.
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 reduces computation time for complex models and large data
sets.
9 (PEM only) To view the estimation progress in the MATLAB Command
Window, select the Trace check box. During estimation, the followin g
information is displayed for each iteration:
• 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 Estimate to add this m odel to the System Identification Tool GUI.
11 (PEM only) To stop the search and save the results after the current
iteration has been completed, click Stop Iterations. To continue iterations
from the current model, click the Continue iter button to assign current
parametervaluesasinitialguessesforthenextsearch.
12 To plot the model, select the appropriate check box i n the Model Views
area of the System Ide ntification Tool GUI. For information about
3-86