User`s guide

Identifying State-Space Models
C = [1,0];
D=0;
K = [4;5];
2 Construct the state-space m odel object:
m = idss(A,B,C,D,K);
3 Specify the parameter values in the structure matrices that you do not
want to estimate:
m.As = [1, NaN; 0 ,1];
m.Bs = [NaN;NaN];
m.Cs = [1, 0];
m.Ds = 0;
m.Ks = [NaN;NaN];
m.x0s = [0;0];
4 Estimate the m odel structure:
m = pem(data,m)
where d ata is n a me of th e iddata object containing time-domain o r
frequency-domain data. The iterative search starts with the nom inal
values in the
A, B, C, D, K,andx0 matrices.
Example – Estimating Structured Continuous-Time State-Space
Models
In this example, you estimate the unknown parameters (
θθθ
123
,,
)inthe
following continuous-time model:

xt xt ut
yt xt et
() () ()
() () (
=
⎡
⎣
⎢
⎤
⎦
⎥
+
⎡
⎣
⎢
⎤
⎦
⎥
=
⎡
⎣
⎢
⎤
⎦
⎥
+
01
0
0
10
01
12
θθ
))
()x 0
0
3
=
⎡
⎣
⎢
⎤
⎦
⎥
θ
3-97