User`s guide

5 ODE P ara meter Estimation (Grey-Box Modeling)
Options for the Estimation Algorithm
The Algorithm property of the model specifies the estimation algorithm,
which simulates the model several times by trying various parameter v alues
to reduce the prediction error.
The follow ing algorithm properties can affect the quality of the results:
• “Simulation Method” on page 5-20
• “Search Method” on page 5-20
• “Gradient Option s” on page 5-21
• “Exa m ple – Specifying Algorithm Properties” on page 5-21
For de tailed information about these and other model properties, see the
idnlgrey reference page.
Simulation Method
You can specify the simulation method using the Simulat ionO ptions
(struct) fields of the model Algorithm property.
System Identification Toolbox software provides several variable-step and
fixed-step solvers for simulating
idnlgrey models. To view a li st of avai lable
solvers and their properties, type the following command at the prompt:
idprops idnlgr ey algorithm.simulationoptions
For discrete-time systems, the default solver is 'FixedStepDisc rete '.For
continuous-time systems, the default solver is
'ode45'.
By default,
SimulationOptions.Solver is set to 'Au to', which automatically
selects eith er
'ode45' or 'FixedStepDiscrete' during estimation and
simulation—depending on whether the system is continuous or discrete in
time.
Search Method
You can specify the search method for e stimating model parame ters using the
SearchMethod field of the Algorit hm property. Two categories of methods are
available for nonlinear grey-box modeling.
5-20