User`s guide

3 Linear Model Identification
Example – Refining an Initial ARMAX Model at the Command
Line
The following example shows to estimate an initial m odel and try to refine
this model using
pem:
load iddata8
% Split the data z8 into two parts.
% Create new data object with first hundred samples
z8a = z8(1:100);
% Create new data object with remaining samp les
z8b = z8(101:end);
% Estimate ARMAX model with default Algorithm
% properties, na=4, nb=[3 2 3], nc=2, and nk=[0 0 0]
m1 = armax(z8a,[4 3 2 3 2 0 0 0]);
% Refine the initial model m1 using the data set z8b,
% and stricter algorithm sett ings with increased number
% of maximum iterations (MaxI ter) and smaller tolerance
m2 = pem(z8b,m1,'tol',1e-5,'maxiter',50);
For more information about estimating polynomial models, see “Identifying
Input-Output Polynomial Models” on page 3-41.
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