User`s guide

Estimating Nonlinear Models for Time-Series Data
Estimating Nonlinear Models for Time-Series Data
When a linear model provides an insufficient description of the dynamics, you
can try estimating a nonlinear models. To learn more about when to estim ate
nonlinear models, se e “When to Identify Linear Versus Nonlinear Models” in
the Getting Started Guide.
Before you can estimate models for time-series data, you must have already
prepared the d ata as de scribed in “Preparing Time-Series Data” on page 6-3.
For black-box modeling of time -se ries data, the too lbox supports nonlinear
ARX m odels. To le arn how to es timate this type of model, see “Identifying
Nonlinear ARX Models” on page 4-4.
If you understand the underlying p hysics of the system, you can specify an
ordinary differential or difference equation and estimate the coefficients. To
learn how to estimate this type of model, see “Estimating Nonlinear Grey-Box
Models” on page 5-16.
For more information about validating models, see “Overview of Model
Validation and Plots” on page 8-2.
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