User`s guide

6 Time Series Model Identification
• Fit improvements — Shows the actual versus e xpected impro vem ents in
the fit.
9 Click Estim ate to add this model to the M odel Board in the System
Identification Tool GUI.
10 (Prediction-error method 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 parameter values as initial guesses for the n ext search.
11 To plot the model, select the appropriate check box i n the Model Views
area of the System Identification Tool G U I. For m ore information about
validating models, see Chap ter 8, “Mod el Analysis”.
You can export the model to the MATLAB w orkspace for further analysis
by dragging it to the To Workspace rectangle in the System Identification
Tool GUI.
Estimating AR and ARMA Models at the Command
Line
You can estimate AR and ARMA models at the command line. For
single-output time-series, the resulting m odels are
idpoly model objects. For
multiple-output time-series , the resulting models are
idarx model objects.
For more information about models objects, see “Creating Model Structures at
the Comm and Line” on page 2-11.
The follow ing table summarizes the commands and specifies whether
single-output or multiple-output models are supported.
Commands for Estimating Polynomial Time-Series Models
Method Name
Description
Supported Data
ar
Noniterative, least-squares method
to estimate linear, discrete-time
single-output AR models.
Time-domain, time-series i ddat a
data object.
6-10