User`s guide

6 Time Series Model Identification

• (Multiple-output AR models only) Speciﬁed the model-order matrix in

the MATLAB workspace before estimation, as describe d in “Options for

Multiple-Input and M ultiple-Output ARX Orders” on page 3-64

To estimate AR and ARMA models using the System Identiﬁcation To ol GUI:

1 In the System Identiﬁcation Tool GUI, select Estimate > Linear

parametric models to open the Linear Parametric Models dialog box.

2 In the Structure list, select the polynomial model structure you w ant to

estimate from the following options:

•

AR:[na]

• ARMA:[na nc]

This action updates the options in the Linear Parametric Models dialog box

to correspond with this model structure. For information about each model

structure, see “Deﬁnition of AR and ARMA Models” on page 6-7.

Note OE and BJ structures are not available for time-series models.

3 In the Orders ﬁ eld, specify the model orders, as follows:

• For single-output models. Enter the model o rders according to the

sequence displayed in the Structure ﬁeld.

• For multiple-output ARX models. (AR models only) Enter the

model orders directly, as described in “Options for Multip le-Input a nd

Multiple-Output ARX Orders” on page 3 -64. Alternatively , enter the

name of the matrix

NA in the M ATLAB Workspace browser that stores

model orders, which is

Ny-by-Ny.

Tip To enter m odel orders and delays using the Order Editor dialog box,

click Order Editor.

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